Lead Quant Analyst
Company Name:-
Morningstar
Job Location:-
Mumbai, Maharashtra
Job Summary:-
As a Lead Quant Analyst you will execute proprietary research pertaining to building data building various types of credit rating models, such as default models, cashflow models, capital models, regression models covering asset classes of ABS, CMBS, Covered Bond, RMBS, 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 expected to adopt an “iron sharpens iron” attitude where the focus is on making everyone better.
The ideal candidate will demonstrate Quant research skills in Credit Modeling alongside Quant Modeling skills such as statistics, Machine Learning, numerical optimization & software engineering skillset within Fintech eco space.
This position reports to the Senior Manager of Quantitative Research, Technology.
Responsibilities:
Support methodology development, Quant Model builds & enhancements for core Quant products as credit predictive models, etc.
Participate in building next generation of credit modelling.
Maintain and enhance proprietary Python libraries related to model building
Leverage structured and unstructured datasets to build new Quant frameworks that would help analysts in informed decision making.
Assisting development of Analytics-based solutions, taking ownership of the design and development of solutions to scale information ingestion, storage, computation (training/inference), validation.
Participate in analyst conversations for understanding ongoing analyst issues.
Requirements:
6 to 8 years of investment research / rating agencies experience with emphasis on fixed income research / analysis, credit modelling.
CFA, CQF or postgraduate degree in finance, economics, mathematics, statistics is highly desired.
Experience developing Financial Engineering/ Statistical applications on cloud.
Experience of statistical models (Regression, Monte Carlo simulations, Numerical Optimization etc.
)
Experience of developing Quant Models using Python.
Experience engineering models on big data.
Understanding of both bu
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