Quantitative Analyst, New Product Development

Morningstar; Greater London; Presencial; GBP 56.000 - 75.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid work environment

Descripción de la vacante

Morningstar is seeking a candidate for the London office to join the Indexes New Product Development Team. You will participate in the full development cycle from ideation to launch, collaborating with global research teams to create innovative, IP-based indexes.

The role requires strong analytical and communication skills, and familiarity with Python/R/MATLAB and SQL is desirable, with a focus on portfolio construction and machine learning techniques.

Formación

• Bachelor’s degree in a quantitative, financial discipline, or engineering.
• MBA from a premier institute is preferred.
• CFA charter or candidature (at least passed Level I) is preferred.
• Hands on experience with creating Strategic Beta (Factor), ESG Indexes or similar rules-based quantitative investment strategies is preferred.
• Knowledge of institutional investing, modern portfolio theory, and portfolio construction processes.

Responsabilidades

• Collaborate effectively with Morningstar research organization including equity, quantitative, manager, private markets or sustainability research teams, and product management to develop novel thematic and smart beta indexes that leverage Morningstar IP.
• Work on the entire product development lifecycle from ideation, design, development, and validation, leading up to launch.
• Work closely with other index teams to operationalize index methodologies.
• Develop new tools and capabilities to perform portfolio construction or analytics independently, including the use of statistical and machine learning techniques
• Explore AI implementation for research and portfolio analysis
• Publish white papers, factsheets, client presentations, and other collateral to support go-to-market plans.

Conocimientos

Analytical skills

Communication skills

Portfolio construction knowledge

Investment concepts

Machine learning basics

Educación

Bachelor’s degree in quantitative/financial discipline or engineering

MBA from premier institute preferred

CFA Level I candidate

Herramientas

Python

R

MATLAB

SQL

Descripción del empleo

Morningstar Indexes Team leverages its expertise in equity research, manager research, bond research, private markets, asset allocation, and portfolio construction to create innovative investment solutions. It uses Morningstar’s intellectual property to create indexes that empower investors to achieve their goals at every stage of the investment process - market monitoring, benchmarking, and asset allocation. The unit offers a broad suite of global equity, bond, private and asset allocation indexes.

The Role

As a part of the Indexes New Product Development Team, you will participate in the full development cycle including ideation, design, development, presentations to global research team and clients, leading up to implementation. The ideal candidate will have a good grasp of investment concepts, possess strong analytical skills, good communication skills. Technical proficiency with at least one programming language (Python, R or MATLAB) in addition to SQL is desirable. This position is based in our London office.

Responsibilities

The successful candidate will

• Collaborate effectively with Morningstar research organization including equity, quantitative, manager, private markets or sustainability research teams, and product management to develop novel thematic and smart beta indexes that leverage Morningstar IP.
• Work on the entire product development lifecycle from ideation, design, development, and validation, leading up to launch.
• Work closely with other index teams to operationalize index methodologies.
• Develop new tools and capabilities to perform portfolio construction or analytics independently, including the use of statistical and machine learning techniques
• Explore AI implementation for research and portfolio analysis
• Publish white papers, factsheets, client presentations, and other collateral to support go-to-market plans.

Requirements

• Up to 2 years of experience.
• Bachelor’s degree in a quantitative, financial discipline, or engineering.
• MBA from a premier institute is preferred.
• CFA charter or candidature (at least passed Level I) is preferred.
• Hands on experience with creating Strategic Beta (Factor), ESG Indexes or similar rules-based quantitative investment strategies is preferred.
• Knowledge of institutional investing, modern portfolio theory, and portfolio construction processes.
• Excellent documentation habits, oral and written communication and presentation skills including ability to distil complex ideas into simple explanations.

Base Salary Compensation Range

GBP 56,100.00-75,166.66

Bonus Target

7.5% Annual

We expect the compensation and target bonus for this role to fall within the stated range. The specific compensation offered will depend on the candidate’s qualifications, experience, and other job-related factors.

Morningstar's hybrid work environment gives you the opportunity to collaborate in‑person each week as we've found that we’re at our best when we’re purposely 
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