The Portfolio Analytics team delivers advanced risk and performance insights to hedge fund clients through customized analytics and bespoke reporting
Job Summary
The Portfolio Analytics team delivers advanced risk and performance insights to hedge fund clients through customized analytics and bespoke reporting.
The role involves supporting client engagement, producing quantitative analysis, and contributing to the development of systematic quantitative solutions across the firm’s hedge fund platform.
Morgan Stanley offers a dynamic, collaborative environment with opportunities for continuous learning, innovation, and meaningful impact, supported by a strong culture of inclusion and comprehensive employee benefits.
Matching Summary
The Portfolio Analytics team delivers advanced risk and performance insights to hedge fund clients through customized analytics and bespoke reporting.
Skills & Requirements
Must-have
Quantitative portfolio exposure analysis
Multi-factor risk model expertise
Programming in R or Python
Risk and performance attribution analysis
Client-facing quantitative reporting
Nice-to-have
Familiarity with LaTeX, Markdown, and Shiny
Collaboration with technology partners
Problem-solving and intellectual curiosity
Automation and scalability of analytics
Global team collaboration
Key Requirements
Master’s degree in quantitative discipline
2–4 years relevant experience
Professional certifications (CFA, CQF, FRM) advantageous
Strong understanding of equities and equity derivatives