About the role
The Quantitative Investment Strategies business at Morgan Stanley sits within the Institutional Securities Group with a cross-asset mandate and is a global multi-function team consisting of dedicated Research, Structuring, Strats, and Trading. The mandate of the group is to design quantitative systematic strategies that can be offered to the firm's clients to access in a variety of formats.
Responsibilities for this role would involve:
Work on new equity and multi-asset index development - back testing, coding, tweaking codes etc.
Development of processes to improve index support, e.g. scripts to aid debugging, index code refactoring and standardization
Index oversight - Daily monitoring of the complex indices & resolving calculation issues (data problems, calendar errors, common code errors etc.)
Overseeing Index rebalance processes for client directed strategies
Making modifications in existing live indices e.g. new cost structures, universe changes, minor methodology adjustments
Index Description drafting for minor adjustments, Repeat Index Launch Form completion
Carrying out performance attribution of systematic strategies
Production of periodic standard performance reporting for client distribution
Development and production of position, stress, composition reports for clients
Bespoke scenario/sensitivity analysis for clients
About the company
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.