Senior Quantitative Developer - Fixed Income

| Chicago

The Team: The Morningstar Fixed Income team provides expertise in bonds and derivatives - the data, the analytics, the use cases for target clients. It defines the fixed income capability roadmap, works with Data Operations and Data Technology organizations in sourcing and integrating value-added data, and coordinates across product squads to build new and enhance fixed income functionality. Morningstar’s Research group provides independent analysis on individual securities, funds, markets and portfolios.  Morningstar is one of the largest independent sources of fund, equity, and credit data and research in the world, and our advocacy for investors’ interests is the foundation of our company.

 

The Role: The Quantitative Developer will work closely with members of the Fixed Income Data and Analytics team to develop software for our clients to use in the investment decision-making process. You will develop within Morningstar’s proprietary fixed income calculation engine and server-side calculation processes in a data-rich environment. We are looking for an individual who possesses strong fixed income financial knowledge, technical development skills, an ability to distill analyst requirements into the technical specifications for robust code, and a passion for quantitative analytics. This position is based in our Chicago office.

 

Responsibilities

  • Use advanced financial concepts and quantitative methods to develop financial models and analytical tools used to price fixed income instruments.
  • Develop, upgrade, and maintain production calculation library that powers fixed income analytics throughout Morningstar’s data and software platforms.
  • Develop and deploy calculation logic for advanced analytics that incorporate numerical techniques such as linear algebra, root finding, statistics, and optimization.
  • Maintain a robust development environment via strong documentation and version control.
  • Find creative solutions to complex development problems using all technologies at your disposal (primarily Java/C++)

 

Requirements

  • At least 5 years of demonstrated experience with fixed income instruments.
  • Master’s degree in financial mathematics, computer science or engineering, or equivalent years of experience.
  • Good written and spoken English skills for technical communication are essential.
  • Experience with either C/C++ or Java is essential, some python skills are highly desirable.
  • Experience working with databases and SQL is essential; experience with SQL Server is desirable.
  • Experience with version control software such as Git, Mercurial, SVN.
  • Familiarity with R, MATLAB, or other statistical software is a plus.
  • Experience with statistical software, linear algebra, optimization, and information visualization is a plus.

 

Morningstar is an equal opportunity employer.

 

 

001_MstarInc Morningstar Inc. Legal Entity

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Technology we use

  • Engineering
    • .NETLanguages
    • C#Languages
    • C++Languages
    • JavaLanguages
    • JavascriptLanguages
    • PythonLanguages
    • ScalaLanguages
    • D3JSLibraries
    • ReactLibraries
    • AngularJSFrameworks
    • Backbone.jsFrameworks
    • Ember.jsFrameworks
    • ExpressFrameworks
    • FlaskFrameworks
    • Node.jsFrameworks
    • PlayFrameworks
    • SpringFrameworks
    • Maria DBDatabases
    • MemcachedDatabases
    • Microsoft SQL ServerDatabases
    • MySQLDatabases
    • PostgreSQLDatabases

Location

22 W. Washington , Chicago, IL 60602

What are Morningstar Perks + Benefits

Culture
Volunteer in local community
Open office floor plan
Health Insurance & Wellness Benefits
Dental Benefits
Vision Benefits
Health Insurance Benefits
Retirement & Stock Options Benefits
401(K)
401(K) Matching
Company Equity
Child Care & Parental Leave Benefits
Generous Parental Leave
Flexible Work Schedule
Vacation & Time Off Benefits
Unlimited Vacation Policy
Generous PTO
Paid Volunteer Time
Sabbatical
Perks & Discounts
Casual Dress
Commuter Benefits
Happy Hours
Parking
Fitness Subsidies
Professional Development Benefits
Job Training & Conferences
Tuition Reimbursement

Additional Perks + Benefits

Compensation at Morningstar is more than a salary. It’s about making positive contributions to both life and work. We give our diverse workforce the choice and flexibility they need to maintain their health, retirement plans, time, and professional growth.

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