Global Markets Group is the offshoring arm of Morgan Stanley's Equity businesses in India. It covers functions across IED ranging from those associated with sales, trading, analytics, Strats to risk management.

The Quantitative Research (QR) group designs, builds and maintains the models which drive the equity trading engines at Morgan Stanley. Our systems are used globally by both internal trading groups and clients of the firm. We utilize systematic, data-driven approaches to understand how markets work and put those ideas in action. The team spans the disciplines of finance, econometrics, statistics, mathematics, machine learning and data analysis, with many team members well versed in multiple areas. We are looking to hire highly talented, creative individuals who are enthusiastic about research; and enthusiastic about making a contribution to a leading-edge team, in an intellectually stimulating environment.

Primary Responsibilities

This role, based in Mumbai, requires the individual to work with global Morgan Stanley Quantitative Research teams. The successful candidate will be a fast-learning, dynamic, pro-active and self-motivated individual who can assist the team in maintaining and analyzing referential data, as well as generating ad hoc performance and market condition reports for clients.

The expected working hours will be overlap with Hong Kong and London timezones.

The key elements of the role are -
• Responsible for analyzing ongoing corporate events like M&As, spin-offs, bankruptcies, reorganizations, and other corporate actions (e.g., stock splits, rights offerings, dividends, etc.)
• Timely identification and reviewing nature of the corporate action and it's impact index memberships, weights, size, style, and industry classifications.
• Collaborating globally for delivering timely and high-quality responses to queries related to corporate events raisedby our global clients and internal teams.
• Construction of reusable components to process and access complex data
• Automation of quantitative methods and construction of complex data handling techniques which includes data from diverse data sources across the firm (-reduces time/space complexity)
• Explore large data handling applications and programming techniques

Core Requirements
• 3-5 years of experience in the financial sector with direct practical experience in equity markets
• Bachelor or Master's Degree in Finance, Economics or Mathematics (Including equivalents of CA, CFA, FRM, MMS, MBA). Engineering degree is preferred
• Able to demonstrate practical mastery of data analysis at scale
• Significant experience in any mathematical/high-level programming language such as Python/R
• Exposure/knowledge of different equity and equity derivatives products is desirable
• Strong written and verbal communication skills
• Practical expertise in constructing data processing pipelines and constructing enriched datasets from diverse sources - internal as well as external
• Strong analytical and reasoning skills; able to decompose complex problems and projects into manageable pieces; comfortable suggesting and presenting solutions

Complementary Skills

• Market knowledgeable on Index rebalances, Funds, ETFs, and mechanisms
• Experience with Linux, shell scripts and automation