Msfs, Portfolio Analytics - Quant

Morgan Stanley

Not specified; not specified; not specified
Multi-factor risk model experience
R or python programming skills
Equities and equity derivatives knowledge
The role focuses on delivering periodic and bespoke quantitative analyses related to portfolio exposure, risk, and performance for hedge fund clients

Job Summary

  • The role focuses on 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 innovation by developing new analytical tools and building automation solutions using R/VBA or IT systems.

Matching Summary

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

Salary

Not specified; Not specified; Not specified

Skills & Requirements

Must-have

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

Nice-to-have

  • LaTeX and Markdown familiarity
  • Shiny application development
  • Strong verbal communication skills
  • Creative problem-solving mindset

Key Requirements

  • Master's in quantitative discipline
  • 2-4 years of relevant experience
  • CFA, CQF, or FRM certification preferred

Work Rights

Not specified

Tailored Resume

Cover Letter