The role involves delivering periodic and bespoke quantitative analysis related to portfolio exposure, risk, and performance for hedge fund clients
Job Summary
The role involves delivering periodic and bespoke quantitative analysis related to portfolio exposure, risk, and performance for hedge fund clients.
Team members contribute to the development of new analytical capabilities through ad-hoc scripting, automation initiatives, and collaboration with technology partners.
Morgan Stanley offers a dynamic environment with opportunities for continuous learning, innovation, and meaningful impact across a global team of over 1,400 professionals.
Matching Summary
The role involves delivering periodic and bespoke quantitative analysis related to portfolio exposure, risk, and performance for hedge fund clients.
Skills & Requirements
Must-have
Master's degree in quantitative discipline
2-4 years relevant experience
Strong understanding of equities and derivatives
Hands-on programming in R or Python
Experience with multi-factor risk models
Nice-to-have
Familiarity with LaTeX, Markdown, and Shiny
Professional certifications like CFA or FRM
Problem-solving and intellectual curiosity
Ability to work collaboratively in global teams
Key Requirements
Master's degree in Financial Engineering, Mathematics, Statistics, or Computing