Macro Research, Quantitative Investment Strategies Research - Vice President
Morgan Stanley
- Location
- London, United Kingdom
- Job type
- Full-time
Required skills
- matlab
- r
- python
- c++
- econometrics
- garch
- svm
- ridge regression
- neural networks
- portfolio theory
- option pricing
About the role
The Quantitative Investment Strategies team in Morgan Stanley Investment Research is a partner to our clients in all aspects related to systematic investment. The key responsibility of the team is to provide best-in-class research on all aspects of quantitative investment strategies including signal generation, portfolio construction and risk management. Research focuses on a broad range of strategies including academically motivated factor strategies as well as state-of-the-art alpha signals. Using advanced econometric and statistical techniques, the team researches strategies across all asset classes and monitors their performance on an ongoing basis. The team is closely integrated with the Quantitative Investment Strategies group in Morgan Stanley sales and trading.
About Morgan Stanley
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
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