The Group:
Morningstar's Quantitative Research Group creates independent investment research and data-driven analytics designed to help investors and Morningstar achieve better outcomes by making better decisions. We utilize statistical rigor and large data sets to inform the methodologies we develop. Our research encompasses hundreds of thousands of securities within a large breadth of asset classes including equities, fixed income, structured credit, and funds. Morningstar is one of the largest independent sources of fund, equity, and credit data and research in the world, and our advocacy for investors' interests is the foundation of our company.

The Role:
As a Senior Quantitative Analyst, you will be a highly visible representative of our quantitative research team. In this role you will be analyzing large data sets and condensing complex information into concise, relevant, and easy to communicate results. You will assist in the implementation and maintenance of statistical software applications, research databases, and other data products. In addition, you'll be responsible for creating original investment research that helps investors. A successful candidate will have impeccable interpersonal and communications skills, a solid quantitative mindset, and a strong understanding of finance.

This position is based in our Chicago office. We are operating in a hybrid environment (3 days/in office).

Job responsibilities:

• Generate original investment research with the goal of improving outcomes for our clients
• Responsible for research supporting the Morningstar Risk Model
• Faithfully represent the work of the quantitative research team to internal stakeholders and external clients
• Become a subject-matter expert in multiple investment topics such as equities, fixed income, mutual funds, exchange-traded funds, etc., as well as Morningstar's proprietary methodology and data points.

Requirements:

• A bachelor's degree in quantitative or financial discipline (master's or higher is desirable)
• Minimum 3 years of experience in software engineering or finance
• Excellent written and oral communication skills
• Proficient in Python and SQL (familiarity with PySpark is desirable)
• Experience with Morningstar's mutual fund, fixed income, and equity databases
• Intermediate knowledge of statistical methods
• Meet strict deadlines and juggle various tasks while maintaining excellent attention to detail and impeccable accuracy in running and proofing analysis
• Ability to stay organized and to quickly and efficiently handle multiple projects at the same time is crucial in this role
• Ability to work collaboratively in a team environment, while also taking ownership of projects independently with minimal supervision
• Familiarity with Agile software engineering practices
• Intellectual curiosity for the world of quantitative research

Morningstar's hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. We've found that we're at our best when we're purposely together on a regular basis, at least three days each week. A range of other benefits are also available to enhance flexibility as needs change. No matter where you are, you'll have tools and resources to engage meaningfully with your global colleagues.