The MSFS Portfolio Analytics team is a globally connected, client-servicing group delivering advanced risk and performance insights to hedge fund clients
Job Summary
The MSFS Portfolio Analytics team is a globally connected, client-servicing group delivering advanced risk and performance insights to hedge fund clients.
Team members actively contribute to the development of new analytical capabilities through ad-hoc scripting, automation initiatives, and collaboration with technology partners.
At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered.
Matching Summary
The MSFS Portfolio Analytics team is a globally connected, client-servicing group delivering advanced risk and performance insights to hedge fund clients.
Skills & Requirements
Must-have
multi-factor models
quantitative solutions development
R or Python programming
client queries on factor and attribution analysis
automation and scalability
Nice-to-have
intellectual curiosity
continuous improvement
collaboration with technology partners
diverse backgrounds and experiences
Key Requirements
Master's degree in quantitative discipline
2–4 years of relevant experience
Strong understanding of equities and equity derivatives
Professional certifications are an advantage
Familiarity with LaTeX, Markdown, and Shiny is preferred