Msfs, Portfolio Analytics - Quant

Morgan Stanley UK

London, United Kingdom
Multi-factor risk model experience
R or python programming skills
Equities and equity derivatives knowledge
The role involves delivering periodic and bespoke quantitative analyses related to portfolio exposure, risk, and performance for hedge fund clients

Job Summary

  • The role involves delivering periodic and bespoke quantitative analyses related to portfolio exposure, risk, and performance for hedge fund clients.
  • Candidates will collaborate with global client coverage teams to answer questions on factor analysis and prepare custom risk reports.
  • The team offers opportunities to lead new ways of thinking by developing ad-hoc scripts and building systematic tools alongside technology colleagues.

Matching Summary

The role involves delivering periodic and bespoke quantitative analyses related to portfolio exposure, risk, and performance for hedge fund clients.

Skills & Requirements

Must-have

  • Multi-factor risk model experience
  • R or Python programming skills
  • Equities and equity derivatives knowledge

Nice-to-have

  • Strong verbal and written communication
  • Creative problem-solving mindset
  • Experience with LaTeX and Shiny

Key Requirements

  • Master's in quantitative discipline
  • 2-4 years of relevant experience
  • Familiarity with multi-factor risk models

Work Rights

Not specified

Tailored Resume

Cover Letter