Lead Quantitative Analyst

Responsibilities:
Perform validation on various type of models, review underlying assumptions, check theory and implementation and produce validation reports (10%). Analyze large data sets and condense complex information into concise, relevant, and easy to communicate results; develop and test hypotheses and use the results to guide next steps (20%). Lead the development, implementation and maintenance of statistical models, research databases, and other data products that will be used for internal stakeholders to generate results for different asset classes (40%). Conduct independent research and generate reports with the goal of improving outcomes for our internal stakeholders and external clients (10%). Present the work of the credit rating quantitative research team to internal stakeholders and external clients through product demonstrations, troubleshooting, methodological proofs, and timely communication (10%). Act as a subject-matter expert in multiple investment topics such as fixed income, equities, mutual funds, etc., as well as company's proprietary methodology and data points (10%). ***Remote work requests will be considered consistent with company's remote work policy.
Requirements:
This position requires a Master's degree in Mathematics, Finance, Computer Science or other relevant quantitative or financial discipline and 5 years of relevant experience in software engineering or finance in quantitative analyst or relevant role. Alternatively, we will accept a PhD degree in Mathematics, Finance, Computer Science or other relevant quantitative or financial discipline and 3 years of relevant experience in software engineering or finance in quantitative analyst or relevant role. This position also requires: experience with Python and SQL within both software development and analytics environment; experience with big data framework and use of pyspark for software development; experience with fixed income, equity and mutual fund databases, including Morningstar, FactSet, Barra, Bloomberg, or Aladdin; experience with statistical methods and classic econometric methods used in finance literature; experience with agile software engineering practices; experience in conducting high quality research on the financial markets; experience with appraising journal articles in finance (or accounting and macroeconomics); and experience with monitoring the latest developments in the literature, particularly among fixed income and
equity asset classes.
Must possess unrestricted right to work in the U.S. in this position
Base Salary Compensation Range: $164,174- 182,804
DBRS, Inc. is an equal opportunity employer.
"#LI-DNI"
About Us
Morningstar DBRS is a leading provider of independent rating services and opinions for corporate and sovereign entities, financial institutions, and project and structured finance instruments globally. Rating more than 4,000 issuers and 60,000 securities, it is one of the top four credit rating agencies in the world.
Morningstar DBRS empowers investor success by bringing more transparency and a much-needed diversity of opinion in the credit rating industry. Our approach and size allow us to be nimble enough to respond to customers' needs in their local markets, but large enough to provide the necessary expertise and resources they require. Market innovators choose to work with us because of our agility, tech-forward approach, and exceptional customer service.
Morningstar DBRS is the next generation of credit ratings.
Compensation and Benefits
At Morningstar we believe people are at their best when they are at their healthiest. That's why we champion your wellness through a wide-range of programs that support all stages of your personal and professional life. Here are some examples of the offerings we provide:

• Financial Health
  • 75% 401k match up to 7%
  • Stock Ownership Potential
  • Company provided life insurance - 1x salary + commission

• Physical Health
  • 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 annual
  • Company-provided long- and short-term disability insurance

• Emotional Health
  • Trust-Based Time Off
  • 6-week Paid Sabbatical Program
  • 6-Week Paid Family Caregiving Leave
  • Competitive 8-24 Week Paid Parental Bonding Leave
  • Adoption Assistance
  • Leadership Coaching & Formal Mentorship Opportunities
  • Annual Education Stipend
  • Tuition Reimbursement

• Social Health
  • Charitable Matching Gifts program
  • Dollars for Doers volunteer program
  • Paid volunteering days
  • 15+ Employee Resource & Affinity Groups

If you receive and accept an offer from us, we require that personal and any related investments be disclosed confidentiality to our Compliance team (days vary by region). These investments will be reviewed to ensure they meet Code of Ethics requirements. If any conflicts of interest are identified, then you will be required to liquidate those holdings immediately. In addition, dependent on your department and location of work certain employee accounts must be held with an approved broker (for example all, U.S. employee accounts). If this applies and your account(s) are not with an approved broker, you will be required to move your holdings to an approved broker.
Morningstar's hybrid work environment gives you the opportunity to work remotely and collaborate in-person each week. While some positions are available as fully remote, we've found that we're at our best when we're purposely together on a regular basis, typically three days each week. A range of other benefits are also available to enhance flexibility as needs change. No matter where you are, you'll have tools and resources to engage meaningfully with your global colleagues.
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