Quantitative Analyst
2 days ago
Job Title: Quantitative Analyst, Credit Quant Technology
About the Team:
Morningstar DBRS Credit Ratings, LLC is registered with the U.S. Securities and Exchange Commission as a nationally recognized statistical rating organization (NRSRO). Morningstar DBRS Credit Ratings issues credit ratings on a variety of security types including corporate and structured finance securities. This Morningstar subsidiary aims to increase market transparency by providing the highest-quality ratings, securities research, monitoring services, operational risk assessments, data, and tools.
Morningstar DBRS is a global credit ratings business, formed through the July 2019 acquisition of DBRS by Morningstar, Inc., the ratings business is the fourth-largest provider of credit ratings in the world. Morningstar DBRS is committed to empowering investor success, serving the market through leading-edge technology and raising the bar for the industry. Morningstar DBRS is a market leader in Canada, the U.S. and Europe in multiple asset classes. Morningstar DBRS is driven to bringing more clarity, diversity of opinion, and responsiveness to the ratings process. Morningstar DBRS approach and size provide the agility to respond to customers’ needs, while being large enough to provide the necessary expertise and resources.
The Role:
As a Quantitative Analyst you will execute proprietary research pertaining to various types of credit rating models, such as default models, cashflow models, capital models, regression models covering asset classes of RMBS, ABS, CMBS, Covered Bond, Structured Credit, Corporates, Financial Institutions and Sovereigns. The Credit Ratings Modeling team will collaborate with members from the Credit Ratings, Credit Practices, Independent Review, Data and Technology teams to create class leading models that are as innovative as they are easy to understand in the marketplace.
You will be involved in development of model frameworks from prototype phase to a fully-fledged, scalable, and client-facing service. These leverage deep principles of Statistical, Machine Learning, AI and built on massive amounts of Financial datasets. Often, these services must be integrated into Morningstar’s platform of financial products, such as Direct, so that our clients can use these software tools in the investment decision-making process. We are looking for an individual who possesses strong Econometric knowledge coupled with technical skills and leverage them to build efficient model verification frameworks for evolving FinTech solutions. Alongside the person should have a passion for investment research.
This position reports to the Associate Director, Quantitative Research of the Quantitative Technology team.
Responsibilities:
Build methodologies to identify discrepancies in Statistical Models.
Checking stability, conceptual soundness, model assumptions, mathematical, statistical logic, etc.
Liaise between business, technical and modeling teams, senior management, and internal review function to build efficient model verification frameworks.
Develop codes in Python to support Data & Model validation. Automate process to reduce human intervention.
Analyze performance issues in data, analytical layer and assist with performance tuning.
Requirements:
Minimum of 2-3 years of relevant experience working in Credit Modeling / Model Validation roles.
Qualifications: MBA (Finance)/BTech/PHD (Math) from a Tier I college.
Knowledge of finance, statistics, behavioral sciences.
Strong Analytical skills. Experience with large databases / datasets preferred.
Knowledge and proficiency in a programming language (Python and packages as Numpy, Pandas, Scipy).
Familiarity with AWS infrastructure is considered an added advantage.
Experience working with large data/Data Warehouses.
Familiarity fixed income.
Morningstar DBRS is an equal opportunity employer.
About Us
Morningstar DBRS is a leading provider of independent rating services and opinions for corporate and sovereign entities, financial institutions, and project and structured finance instruments globally. Rating more than 4,000 issuers and 60,000 securities, it is one of the top four credit rating agencies in the world.
Morningstar DBRS empowers investor success by bringing more transparency and a much-needed diversity of opinion in the credit rating industry. Our approach and size allow us to be nimble enough to respond to customers' needs in their local markets, but large enough to provide the necessary expertise and resources they require. Market innovators choose to work with us because of our agility, tech-forward approach, and exceptional customer service.
Morningstar DBRS is the next generation of credit ratings.
If you received and accept an offer from us, we require that personal and any related investments be disclosed confidentiality to our Compliance team (days vary by region). These investments will be reviewed to ensure they meet Code of Ethics requirements. If any conflicts of interest are identified, then you will be required to liquidate those holdings immediately. In addition, dependent on your department and location of work certain employee accounts must be held with an approved broker (for example all, U.S. employee accounts). If this applies and your account(s) are not with an approved broker, you will be required to move your holdings to an approved broker.
Morningstar’s hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. While some positions are available as fully remote, we’ve found that we’re at our best when we’re purposely together on a regular basis, typically 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.
-
BP Wealth
2 months ago
Mumbai, India BP Wealth Full timeBP Wealth - Quantitative Analyst/Quantitative Quantitative Analyst/Quantitative ResearcherTeam: Quantitative Research and TradingThe Team: The team is involved in building and trading fully automated Mid and Low Frequency Quantitative strategies targeted for Indian Markets with the objective of generating superior risk adjusted returns using firms own...
-
BP Wealth
4 weeks ago
Mumbai, India BP Wealth Full timeBP Wealth - Quantitative Analyst/Quantitative Quantitative Analyst/Quantitative ResearcherTeam: Quantitative Research and TradingThe Team: The team is involved in building and trading fully automated Mid and Low Frequency Quantitative strategies targeted for Indian Markets with the objective of generating superior risk adjusted returns using firms own...
-
Quantitative Analyst
1 month ago
Navi Mumbai, India Morningstar Full timeJob Title: Quantitative Analyst, Credit Quant Technology About the Team: Morningstar DBRS Credit Ratings, LLC is registered with the U.S. Securities and Exchange Commission as a nationally recognized statistical rating organization (NRSRO). Morningstar DBRS Credit Ratings issues credit ratings on a variety of security types including corporate and...
-
Quantitative Analyst
2 months ago
navi mumbai, India Morningstar Full timeJob Title: Quantitative Analyst, Credit Quant TechnologyAbout the Team:Morningstar DBRS Credit Ratings, LLC is registered with the U.S. Securities and Exchange Commission as a nationally recognized statistical rating organization (NRSRO). Morningstar DBRS Credit Ratings issues credit ratings on a variety of security types including corporate and structured...
-
Lead Quantitative Analyst
1 week ago
Mumbai, Maharashtra, India Morningstar Full timeJob Title : Lead Quantitative Analyst, Quantitative Research 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...
-
Lead Quantitative Analyst
3 months ago
Mumbai, India Morningstar Full timeJob Title : Lead Quantitative Analyst, Quantitative Research 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...
-
Lead Quantitative Analyst
2 months ago
mumbai, India Morningstar Full timeJob Title : Lead Quantitative Analyst, Quantitative Research 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...
-
Lead Quantitative Analyst
4 weeks ago
Mumbai, India Morningstar Full timeJob Title : Lead Quantitative Analyst, Quantitative Research 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...
-
Lead Quantitative Analyst
2 days ago
mumbai, India Morningstar Full timeJob Title : Lead Quantitative Analyst, Quantitative Research 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...
-
Quantitative Analyst
2 months ago
Navi Mumbai, India Morningstar Full timeJob Title: Quantitative Analyst, Credit Quant TechnologyAbout the Team:Morningstar DBRS Credit Ratings, LLC is registered with the U.S. Securities and Exchange Commission as a nationally recognized statistical rating organization (NRSRO). Morningstar DBRS Credit Ratings issues credit ratings on a variety of security types including corporate and structured...
-
Quantitative Analyst
2 months ago
Navi Mumbai, India Morningstar Full timeJob Title: Quantitative Analyst, Credit Quant TechnologyAbout the Team:Morningstar DBRS Credit Ratings, LLC is registered with the U.S. Securities and Exchange Commission as a nationally recognized statistical rating organization (NRSRO). Morningstar DBRS Credit Ratings issues credit ratings on a variety of security types including corporate and structured...
-
Quantitative Analyst
2 months ago
navi mumbai, India Morningstar Full timeJob Title: Quantitative Analyst, Credit Quant Technology About the Team: Morningstar DBRS Credit Ratings, LLC is registered with the U.S. Securities and Exchange Commission as a nationally recognized statistical rating organization (NRSRO). Morningstar DBRS Credit Ratings issues credit ratings on a variety of security types including corporate and...
-
Quantitative Research Analyst
3 months ago
Mumbai, India Dolat Capital Full timeFounded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure. At Dolat, quantitative research is the foundation for our trading strategies. We conduct a...
-
Quantitative Research Analyst
2 months ago
mumbai, India Dolat Capital Full timeFounded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure. At Dolat, quantitative research is the foundation for our trading strategies. We conduct a...
-
Quantitative Research Analyst
1 week ago
Mumbai, Maharashtra, India Dolat Capital Full timeFounded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure. At Dolat, quantitative research is the foundation for our trading strategies. We conduct a...
-
Quantitative Research Analyst
5 days ago
mumbai, India Dolat Capital Full timeFounded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure. At Dolat, quantitative research is the foundation for our trading strategies. We conduct a...
-
Quantitative Research Analyst
4 weeks ago
Mumbai, India Dolat Capital Full timeFounded in 1971, Dolat Capital is a multi-strategy quantitative trading firm, dedicated to producing high returns using mathematical and statistical techniques. We trade actively in various asset classes using our ultra-low latency trading infrastructure. At Dolat, quantitative research is the foundation for our trading strategies. We conduct a...
-
Senior Quantitative Research Analyst
7 days ago
mumbai, India Greenland Investment Management Full timeFull Time Employees onlyLocation: Worli, MumbaiRole Title: Quantitative Research AnalystCompany Profile:Greenland Investment Management is a Mumbai headquartered global hedge fund manager managing assets in excess of USD 1 billion. We manage one of the 15 largest dedicated commodity hedge funds globally.We specialize in cross-market arbitrage strategies...
-
Quantitative Analyst
1 week ago
Mumbai, India A leading Financial Services Group Full timePosition: Quant AnalystReports to: Sales Trading HeadLocation: MumbaiTeam size: Individual roleJob ResponsibilitiesPrimary responsibility would include the following –1. Rebalancing various indices2. Executing pair trading strategies3. Conducting quantitative research on market positioning4. Identifying and managing special situation trades5. Overseeing...
-
Quantitative Analyst
7 days ago
Mumbai, India A leading Financial Services Group Full timePosition: Quant Analyst Reports to: Sales Trading Head Location: Mumbai Team size: Individual role Job Responsibilities Primary responsibility would include the following – 1. Rebalancing various indices 2. Executing pair trading strategies 3. Conducting quantitative research on market positioning 4. Identifying and managing special situation trades...
