Quantitative Research Manager

Job Title:
Quantitative Research Manager (multiple positions)
Location:
Chicago, IL
Responsibilities:
The role is expected to be split approximately 50% as an individual contributor and 50% as a manager. Oversee the research and development activities for a team of analysts and researchers that report to them (15%). Project management responsibilities - track projects, coordinate with internal groups, and resolve conflicts (15%). People management responsibilities - mentoring the people below you by developing their skills and positioning them for success (10%). Client outreach - you will be a resource to sales teams that require assistance representing quant research to clients each day (5%). Lead expert in and ambassador for Quantitative Research methodologies (5%). Lead in the ideation and implementation of quantitative research methodologies, statistical software applications, research databases, and other data products (10%). Collaborate with quantitative analysts, data scientists, and engineers to develop new investment strategies, signals, ratings and original research (10%). Generate original investment research with the goal of improving outcomes for our clients (10%). Keep pace with trends in Data Science and Financial Research industries. Can apply data science techniques to relevant and meaningful financial industry client needs. Remains current with tools of the trade (programming languages, DBs and models) (10%). Function as an expert in quantitative analysis and in the effective communication of advanced financial concepts and data science techniques (5%). Faithfully represent the work of the quantitative research team to internal stakeholders and external clients (5%). ***This position has the option for telecommuting on an as-needed basis. *** This position supervises a team of 6, including Quantitative Analysts, Data Scientists, and Software Engineers. *** This position requires travel on an as-needed basis, less than 5% of the time.
Requirements:• Bachelor's degree in Finance, Economics, Engineering (any field involving significant quantitative training, specifically: Numerical Analysis, Probability and Decision Theory, Optimization, Data Analysis and Mining, and Uncertainty Quantification), or a related field and 5 years of relevant quantitative experience.• Alternatively, a Master's degree in Finance, Economics, Engineering (any field involving significant quantitative training, specifically: Numerical Analysis, Probability and Decision Theory, Optimization, Data Analysis and Mining, and Uncertainty Quantification), or a related field and 3 years of relevant quantitative experience.• 2 years of experience using packages including pandas and numpy.• 2 years of experience with Cloud Computing of Big Data using including AWS services S3, EC2, EMR and Athena.• Experience in Python.• Experience with back-end XML, relational, and file-based databases and querying languages (e.g. RDB, XOI, S3, Athena accessed via SQL).• Experience with Agile software development practices.• Experience with DevOps tools (e.g. Splunk, Git, uDeploy, Jenkins, Control-M) and CI-CD pipelines, including Git, Splunk and Jenkins.• Experience with statistical methods.• Experience in common data cleaning and munging techniques.• Experience with mutual fund, fixed income, and equity data.• Progress towards a CFA charter is required.
Morningstar, Inc. is an equal opportunity employer.
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