Senior Systematic Quantitative Researcher

Location
Chicago, Illinois
Salary
N/A
Posted
Apr 18, 2022
Closes
May 18, 2022
Industry Sector
Finance - General
Employment Type
Full Time
Education
Doctorate

The Group:

The Investment Management 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 our expertise in asset allocation, investment selection and portfolio construction to create world-class investment strategies leveraging the full resources of Morningstar. The group specializes in multi-asset investing, using building blocks in equities, fixed income and alternative investments to construct robust portfolios.  Through our investment offerings, we serve financial advisers and institutions, and the investors that they serve.

The Role: 

The Senior Systematic Quantitative Researcher reports to the Global Head of Systematic Equity Strategies in the Investment Management group. This experienced investment professional is responsible for contributing to the research, development and implementation of cutting-edge systematic equity strategies globally. This includes, but is not limited to, ideas generation, strategy design, portfolio construction and risk management. In this position, the Systematic Senior Quantitative Researcher is expected to collaborate with other members of the team and be able to interact with clients and senior management across various departments. This role requires a person who demonstrates excellent quantitative analytical skills, a track record for cutting-edge research, and significant experience generating alpha through quantitative systematic strategies.  

Responsibilities:

  • Collaborate alongside other team members to build and enhance systematic equity strategies across all steps of the investment process, including ideas generation, strategy design, portfolio construction and implementation.
  • Discover, evaluate, use alternative/new data sources to build novel systematic strategies.
  • Work with leading-edge portfolio construction technology and optimization techniques to construct portfolios as a portfolio building blocks or standalone strategies.
  • Collaborate with developers, operations, and trading team for the implementation of systematic strategies including trading and compliance with internal and external requirements

Requirements:

  • 7+ years of progressive hands-on experience in systematic quantitative research, preferably with focus in equity; portfolio management experience is a plus.
  • Significant experience in statistical modelling of large data sets and solid understanding of multi-factor models, portfolio construction, optimization, backtesting and scenario analysis.
  • Strong quantitative skills with solid understanding of statistics and probability (e.g. panel data analysis, time-series analysis, machine-learning).
  • •Proficiency in object-oriented programming language(s) (Python, Matlab, or R) and database management software (e.g., SQL).
  • Outstanding oral and written communication skills, with experience producing high quality research and publications.
  • Advanced degree in a quantitative field including statistics, mathematics, computer science, economics and finance; Ph.D. preferred.

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