Job Description
πJob ID: REQ-052602
π’Company: Morningstar
πLocation: Navi Mumbai, Maharashtra, India / Gurugram, Haryana, India π
πΌJob Type: Full-Time π»
π’Work Mode: Hybrid (4 Days In Office) π’
β³Experience: 5+ Years π¨βπ»
πEducation: Bachelor’s or Master’s Degree in Quantitative Finance, Engineering, Computer Science, Mathematics, Statistics, Data Science, or Related Field π
π°Expected Salary: βΉ22 β βΉ35 Lakhs Per Year πΈ
πJob Category: Information Technology, Engineering, Quantitative Development, Data Engineering, Financial Technology, Cloud Engineering, Investment Research, Data Analytics π
πWebsite: Website
πContact: Contact us
πAbout the Company:
Morningstar is a leading global investment research and financial services company that provides independent investment insights, data analytics, portfolio management solutions, and technology-driven financial research to investors and institutions worldwide π.With a strong focus on innovation, data science, and quantitative investing, Morningstar helps millions of investors make informed financial decisions through advanced research platforms and investment technologies π.
π‘About the Role:
Morningstar is hiring a Senior Quantitative Developer to join its Systematic Strategies team.In this role, you will design, build, and maintain the data infrastructure and cloud-based systems that power quantitative research, portfolio management, investment analytics, and systematic investment strategies.You will collaborate closely with Portfolio Managers, Quantitative Researchers, Data Scientists, and Engineers to develop scalable financial data pipelines, automate workflows, optimize cloud infrastructure, and support cutting-edge quantitative investment models.This role is ideal for professionals passionate about financial markets, cloud engineering, big data technologies, and quantitative finance.
πKey Responsibilities:
π Design and maintain scalable financial data pipelines using Python, PySpark, and AWS βοΈ
π Build and manage cloud infrastructure using AWS EMR, S3, Glue, Lambda, ECS, and CloudWatch π
π Collaborate with Quantitative Researchers and Portfolio Managers to operationalize investment strategies π
π Develop tools for portfolio analytics, simulations, and backtesting platforms π
π Create dashboards and monitoring systems for portfolio performance and data quality π
π Optimize systems for performance, scalability, reliability, and cost efficiency β‘
π Implement data governance, lineage tracking, and quality management processes π
π Automate workflows and maintain CI/CD pipelines for quantitative systems π
π Support risk modeling, portfolio optimization, and performance attribution systems π
π Ensure high-quality data architecture across research and production environments ποΈ
π―Requirements:
π― 5+ Years of Experience in Quantitative Engineering, Data Engineering, Platform Engineering, or Financial Technology π¨βπ»
π― Bachelor’s or Master’s Degree in a Quantitative, Financial, Engineering, or Technical Discipline π
π― Strong expertise in Python and PySpark π
π― Hands-on experience with AWS services including EMR, S3, Glue, Lambda, ECS, and CloudWatch βοΈ
π― Strong understanding of financial datasets such as Bloomberg, FactSet, and Compustat π
π― Experience with SQL, Athena, and distributed query engines ποΈ
π― Strong knowledge of Spark optimization and data architecture β‘
π― Experience with Tableau, Power BI, or QuickSight dashboards π
π― Familiarity with Docker, Airflow, Step Functions, Git, and CI/CD tools π
π― Experience with Terraform, CloudFormation, or Infrastructure-as-Code practices ποΈ
πPreferred Skills:
β
Financial Markets and Investment Management Knowledge πΉ
β Portfolio Risk Analytics and Attribution π
β Machine Learning and Optimization Techniques π€
β Kafka or Kinesis Real-Time Data Streaming π‘
β Axioma, MSCI Barra, Bloomberg PORT, or Similar Portfolio Platforms π
β Cloud Cost Optimization Strategies π°
β Agile Development Methodologies π
β Quantitative Research Platform Experience π
β Big Data Processing and Distributed Systems Expertise β‘
πWhy Join Morningstar?
β
Work with one of the world’s most respected investment research firms π
β Build next-generation quantitative investment and research platforms π
β Collaborate with global Portfolio Managers and Quantitative Researchers π€
β Exposure to financial markets, investment analytics, and quantitative finance πΉ
β Access to cutting-edge cloud, big data, and financial technologies βοΈ
β Hybrid work environment with strong work-life balance π’
β Excellent learning and career growth opportunities π
β Opportunity to work on large-scale financial systems used globally π