Portfolio Manager & Senior Quantitative Researcher

Responsibilities

• Lead and work alongside other team members to build and enhance systematic 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.
• Partner with operations and trading team to oversee day-to-day management of all aspects of systematic strategies implementation including trading, compliance, managing of daily cash flows and corporate actions.
• Work with leading-edge portfolio construction technology and optimization techniques to construct portfolios as a portfolio building blocks or standalone strategies.
• Communicate systematic strategies performance and attribution, market environment and outlook to internal and external groups including clients and prospects.

Requirements

• 8+ years of progressive hands-on systematic investing experience including quantitative research and portfolio management, preferably with focus in equity.
• 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 (e.g. panel data analysis, time-series analysis, machine-learning), fundamental analysis, and accounting.
• Familiarity with equity databases (e.g., FactSet), and optimization softwares (e.g. Axioma).
• Proficiency in programming language(s) (Python, R, or Matlab) and database management software (e.g., SQL).
• Outstanding oral and written communication skills, with experience producing high quality materials for clients, prospects, and publications.
• Prior evidence of ability to create alpha through deployment of quantitative systematic strategies.
• Advanced degree in a quantitative discipline; Ph.D. preferred.

Compensation And Benefits

Total Cash Compensation Range: $195,600.00-299,916.66 Inclusive of annual base salary and target incentive

Morningstar's hybrid work environment offers:

• Financial Health: 100% 401k match up to 6% of salary
• Stock Ownership Potential
• Comprehensive health benefits (medical/dental/vision) including potential premium discounts and company-provided HSA contributions (up to $500-$2,000 annually for specific plans and coverages)
• Additional medical Wellness Incentives - up to $300-$600 annually
• Company-provided long- and short-term disability insurance
• Trust-Based Time Off: 6-week Paid Sabbatical Program, 6-Week Paid Family Caregiving Leave, Competitive 8-24 Week Paid Parental Leave, Adoption Assistance
• Limited Leadership Coaching & Formal Mentorship Opportunities
• Annual Flex Stipend - $1000 annually to cover personal education & well-being expenses
• Tuition Reimbursement
• Dollars for Doers volunteer program
• Paid volunteering days
• Employee Resource & Affinity Groups