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Macro Research, Quantitative Investment Strategies Research - Vice President
London
3255219
The Quantitative Investment Strategies team in Morgan Stanley Investment Research is a partner to our clients in all aspects related to systematic investment. The key responsibility of the team is to provide best-in-class research on all aspects of quantitative investment strategies including signal generation, portfolio construction and risk management. Research focuses on a broad range of strategies including academically motivated factor strategies as well as state-of-the-art alpha signals. Using advanced econometric and statistical techniques, the team research strategies across all asset classes and monitors their performance on an ongoing basis.
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About Morgan Stanley
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence, and strong team ethic. We can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
What will you be doing?
• You will conduct independent research on quantitative investment strategies across all asset classes with a focus on macro assets and portfolio construction. Experience in commodities strategies is a plus.
• You will be working with clients on bespoke research to address specific questions around systematic investment solutions.
• You will be monitoring researched quantitative investment strategies.
• You will be writing research reports to summarize and market the research efforts of the team.
• You will interact with clients to discuss the group's research and help with specific investment solutions.
• You will provide expert knowledge to sales and trading in the space of quantitative investment strategies.
• You will follow the literature in the space of quantitative investment strategies.
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What we're looking for:
• Ph.D. or strong quantitative Master in natural sciences/Economics.
• Strong in statistics and Math's.
• Proven track record in using MATLAB, R, Python, C++, or comparable programming language to solve complex problems.
• Ability to build scalable and well-crafted codes.
Skills that will help you in the role:
• Experience in macro strategies or macro products preferred - commodities knowledge is a plus.
• Ideally experience in econometrics (GARCH, SVM, Ridge regression, Neutral Networks, etc.).
• At least basic understanding of portfolio theory and option pricing.
• Strong verbal and written communication.
Certified Persons Regulatory Requirements:
This role is deemed as a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.
Where will you be working?
20 Bank Street - Canary Wharf
Flexible work statement:
Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.
Internal Applicants:
Internal mobility can be a way to grow your career and realize your professional potential. Typically, you must be in your position for at least 18 months and performing satisfactorily before applying for another job at the Firm. Internal applicants can find out more regarding career navigation, mobility guidelines and policy on our employee portal by clicking here.
Equal opportunities statement:
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives, and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.