Quantitative Developer

Morningstar; Mumbai; Hybrid; INR 1,500,000 - 2,300,000; Full time

Job summary

Morningstar seeks a Quantitative Developer in Mumbai/Delhi to join the Systematic Strategies team. You will design scalable data pipelines, ingest diverse market data, and support research workflows used by portfolio managers.

The role blends data engineering with cloud architecture and financial systems, requiring collaboration with researchers and PMs to deploy multi-asset models and robust data platforms.

Qualifications

• Proficiency in Python, PySpark and SQL for data processing.
• Experience building scalable data pipelines and data platforms.
• Exposure to cloud services (AWS) and CI/CD practices.

Responsibilities

• Design and maintain scalable data pipelines for market, fundamental, and alternative datasets.
• Build and support investment data platforms and research datasets.
• Integrate data retrieval from providers like FactSet, Morningstar, Axioma, and others.
• Collaborate with researchers and portfolio managers to enhance production workflows.
• Automate operational processes through CI/CD and Infrastructure-as-Code.

Skills

Python

PySpark

SQL

Data engineering

Cloud computing

Education

Bachelor’s or Master’s in Engineering/CS/Finance/Math/Statistics

Tools

Airflow

EMR

AWS

Docker

Git

Terraform

CloudFormation

FastAPI

Job description

Role: Quantitative Developer

Location: Mumbai/ Delhi (4 days working from office)

Shift: UK Shift (Afternoon Shift) (2:00pm/2:30pm to 11:00pm/11:30pm)

The Area: The Research & Investment group is a global team guided by Morningstar’s investment principles focused on delivering great long-term investment results to help end-investors reach their financial goals.We use ourexpertisein asset allocation, investmentselectionand portfolio construction to create world-class investment strategiesleveragingthe full resources of Morningstar. The group specializes in multi-asset investing, using building blocks in equities, fixedincomeand alternative investments to construct robust portfolios.Through our investment offerings, we serve financial advisers and institutions, and the investors that they serve.

Role Summary

TheQuantitative Developer will join theSystematicStrategiesteam in the Research & Investment group. This experienced professional will build scalable research infrastructure used by portfolio managers and quantitative researchers to develop,back test, and deploy multi asset models.
You should understand the nuances of the data and prepare it for ingestion, and your daily work with researchers and portfolio managers will facilitate the research, design, and deployment of investment strategies.
This role is ideal for someone who thrives at the intersection of data engineering, cloud architecture, and financial systems.

Key Responsibilities

The successful candidate will

• Design and maintain scalable data pipelines for market, fundamental, and alternative datasets using Python, PySpark, FastAPI and AWS
• Build and support investment data platforms, maintain databases and research datasets.
• Integrate and automate data retrieval from internal/external providers such as FactSet, Morningstar, Axioma, and other third-party sources
• Collaborate with quantitative researchers and portfolio managers to support enhancement of production workflows
• Automate operational processes through workflow orchestration, CI/CD, and Infrastructure-as-Code practices
• Exposure to streaming data services and event-driven architectures used for real-time data ingestion, processing, and distribution
• Evaluate and leverage AI/ML and Generative AI technologies to enhance analytics and operational efficiency

Requirements

• Strong expertise in Python, PySpark, and distributed data processing
• Experience with Airflow, EMR, AWS Step Functions, Docker, Git, CI/CD, Terraform, and CloudFormation
• Strong SQL skills and experience withRedshit, Athena,DataLake and Parquet
• Experienceof building AI agents& agentic workflowis desirable and will be considered a strong plus
• Experience with handling financial data from vendors such as FactSet, Bloomberg, Morningstar, or Compustat
• Exposure to portfolio analytics, risk modelling, performance attribution, and platforms such as Axioma, MSCI Barra, Bloomberg PORT, or similar solutions

Required Technical Skills

• Advanced SQL, Python and PySpark
• Experience with creating Data Pipelines
• Exposure to cloud-based services, AWS (preferred)
• Exposure to AI-powered productivity and development tools such as ChatGPT, Microsoft Copilot, and GitHub Copilot

Preferred Qualifications

• Bachelor’s or master’s degree in engineering, Computer Science, Finance, Mathematics, Statistics, or a related quantitative discipline
• 2+ years of experience in Quantitative Engineering, Data Engineering, or Platform Engineering within investment management or financial services

Morningstar is an equal opportunity employer.