Quantitative Investment Strategies, Manager, Institutional Equity Division

Quantitative Investment Strategies Senior Associate Institutional Equity Division

The Quantitative Investment Strategies business at Morgan Stanley sits within the Institutional Securities Group with a cross-asset mandate and is a global multi-function team consisting of dedicated Research Structuring Strats and Trading. The mandate of the group is to design quantitative systematic strategies that can be offered to the firms clients to access in a variety of formats.

This is a challenging role and offering exposure to an interesting dynamic product group and work environment to build your career in.

From global institutions to hedge funds investors come to Morgan Stanley for sales trading and market-making services in almost every type of financial instrument in all the worlds financial markets. Morgan Stanley professionals use our network and technology to provide liquidity and sophisticated analysis to manage risk and execute reliably in the fast-changing markets.

Morgan Stanleys Institutional Equity Division (IED) is a world leader in the origination distribution and trading of equity equity-linked and equity-derivative securities. Our broad and deep client relationships market-leading platform and intellectual insights enable us to be a world-class service provider to our clients for their financing market access and portfolio management needs.

Global Markets Group is the offshoring arm of Morgan Stanleys Sales & Trading businesses in India. It covers functions across IED ranging from those associated with sales trading analytics strats to risk management.

What youll do in the role:

• Work on new equity and multi-asset index development - back testing coding tweaking codes etc.

• Development of processes to improve index support e.g. scripts to aid debugging index code refactoring and standardization

• Index oversight - Daily monitoring of the complex indices & resolving calculation issues (data problems calendar errors common code errors etc.)

• Overseeing Index rebalance processes for client directed strategies

• Making modifications in existing live indices e.g. new cost structures universe changes minor methodology adjustments

• Index Description drafting for minor adjustments Repeat Index Launch Form completion

• Carrying out performance attribution of systematic strategies

• Production of periodic standard performance reporting for client distribution

• Development and production of position stress composition reports for clients

• Bespoke scenario/sensitivity analysis for clients

What youll bring to the role

• Degree with a quantitative discipline (BE BTech MS in Maths/Statistics/Financial Engineering) from Tier 1 or 2 institutes

• 2-4 year of prior exposure to Index/Quants Research and equities/multi asset indices analytics is important.

• Computer Skills: strong programming skills such as Python (mandatory) R and Java.

• Must be able to flexibly respond to changes in priorities be able to communicate results to a less-technical audience work well in a team and be comfortable in a front office environment.

• Strong attention to detail.

• Excellent written and verbal communication skills/Ability to express ideas via writing. Prior track record in writing marketing material/trade ideas for wider distribution will be advantageous.

• Proactiveness / Initiative taking & Teamwork are the skills desired

• Option Greeks and their behavior over time

• Derivative products like Swaps Swaptions Spread Options Cap/Floors range accruals Digitals etc.

• General behavior of Equity Derivatives markets Flow and Structured Products

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

At Morgan Stanley we raise manage and allocate capital for our clients helping them reach their goals. We do it in a way thats differentiated and weve done that for 90 years. Our values - putting clients first doing the right thing leading with exceptional ideas committing to diversity and inclusion and giving back - arent just beliefs they guide the decisions we make every day to do whats best for our clients communities and more than 80000 employees in 1200 offices across 42 countries. At Morgan Stanley youll find an opportunity to work alongside the best and the brightest in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey offering some of the most attractive and comprehensive employee benefits and perks in the industry. Theres also ample opportunity to move about the business for those who show passion and grit in their work.

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Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion where individuals are hired developed and advanced based on their skills and talents.

Our workforce reflects a broad cross-section of the global communities in which we operate bringing a variety of backgrounds talents perspectives and experiences.

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Required Experience:

Manager