Senior Quantitative Engineer

Morningstar

5 - 10 years

30 - 45 Lacs

navi mumbai gurugram

Posted:3 days ago| Platform:

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Skills Required

pyspark data processing python quantitative analysis

Work Mode

Hybrid

Job Type

Full Time

Job Description

Position

Design and maintain scalable data pipelines for financial and alternative datasets using PySpark and AWS
Architect and manage cloud infrastructure (AWS EMR, S3, Glue, Lambda, ECS) to support quant research and production
Collaborate with quantitative researchers and portfolio managers to operationalize data workflows and support model deployment
Develop and support interactive dashboards and internal tools to visualize pipeline health, system performance, and data quality metrics for quant teams
Build and maintain tools and platforms for backtesting, simulation, and analytics.
Optimize systems for performance, reliability, and cost-efficiency across compute and storage resources
Implement data governance, quality, and lineage processes for high-integrity research environments
Automate operational workflows and ensure CI/CD for quant systems

Requirements

Bachelor’s or Masters’ degree in a quantitative, financial discipline, or engineering.
5+ years of experience in a Quant Engineer / Data Engineer / Platform Engineer role in an investment data handling team
Expertise in Python, with strong knowledge of PySpark and distributed data processing
Hands-on experience with AWS services (EMR, S3, Glue, Lambda, ECS, CloudWatch)
Familiarity with market data feeds and financial datasets like FactSet, Bloomberg, Compustat
Strong understanding of data architecture, storage formats (Parquet, Delta), and Spark performance tuning
Proficiency in developing interactive dashboards using tools like Tableau/PowerBI/Quicksight to monitor Portfolio performance
Experience with orchestration tools like Step function/Airflow and containerization using Docker
Comfortable working in Agile teams with Git, CI/CD, and infrastructure-as-code (Terraform, CloudFormation)
Knowledge of SQL and distributed query engines (e.g., Athena)
Exposure with Axioma or equivalent portfolio risk and optimization platforms (e.g., MSCI Barra, Bloomberg PORT, PyPortfolioOpt) to support risk modeling, portfolio construction, and performance attribution workflows
Knowledge in the domains of Agile Methodology, Machine Learning, and Optimization is a plus

Good to have Skills:

Strong understanding of Financial Reports like Returns/Factor Attribution/Risk metrices
Exposure to financial markets or quant research environments.
Familiarity with cost optimization strategies in cloud environments.
Experience with real-time data ingestion frameworks (e.g., Kafka, Kinesis)

Morningstar is an equal opportunity employer.

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