Quantitative Analyst, Model Validation Job in Navi Mumbai at Morningstar, Inc.

Morningstar, Inc. is hiring for the role of Quantitative Analyst, Model Validation!

Responsibilities of the Candidate:

• Performing independent model validation and review of all Quant models (Risk Models, Morningstar Equity/Fund Ratings) and back-end data points.
• Verifying E2E (data, models) for a variety of analytics and machine learning/AI projects.
• Checking stability, conceptual soundness, model assumptions, mathematical, statistical logic, etc.
• Liaising between business, technical and modelling teams, senior management, and governance committees to build efficient model verification frameworks.
• Developing codes in Python, SQL or similar languages and interfacing with Morningstar’s big databases to support model validation. Automate processes to reduce human intervention.
• Building rich dashboard to support Quality Checks(interactive/automated/visual) that improve the interpretability of predictive models and underlying data.
• Supporting model runs in the model development process, research new methodologies.

Requirements:

• BS degree in engineering, computer science, statistics, mathematics or equivalent practical experience.
• Minimum of 2- 4 years of working experience in Python, databases and SQL in analyzing/ building financial models preferably in a FinTech environment.
• Knowledge of quantitative (econometrics, statistics, mathematics)
• Quantitative/statistical skills in areas like Regression analysis, Time series Forecasting, Machine learning, exploratory, descriptive analytics etc.
• Knowledge of AWS, machine learning, Tableau, mathematical & numerical computation Python packages and artificial intelligence is a plus.
• Familiarity with mutual funds, fixed income, and equity data is a plus.
• Progress towards a CFA is a plus.
• Intellectual curiosity for the world of quantitative research.