Investment Management Senior Quantitative Analyst
Location:
New York , New York
Posted:
November 11, 2016
Reference:
3080154
Morgan Stanley Investment Management, together with its investment advisory affiliates, has more than 589 investment professionals around the world and $406 billion in assets under management or supervision as of June 30, 2016. Morgan Stanley Investment Management strives to provide outstanding long-term investment performance, service and a comprehensive suite of investment management solutions to a diverse client base, which includes governments, institutions, corporations and individuals worldwide.

The Global Risk and Analysis group of Morgan Stanley Investment Management is looking to fill a position, at the Vice President level, as the IM Quantitative Research & Model Review Officer. This role reports into the head of Quantitative Research and Model Review, a group responsible for the development and enhancement of quantitative risk analytics for the full range of investment products and the testing and validation of pricing and portfolio construction models utilized by investment teams.

Key Responsibilities

• Act as an expert resource on all matters related to risk modeling on asset classes such as Equities, Fixed Income/Liquidity, Multi-Asset and Fund of Funds
• Assist investment teams on model documentation of quantitative strategies and/or portfolio construction process
• Advice investment teams on regulatory requirements related to quantitative modeling
• Assist in model documentation of vendor based risk and pricing analytics
• Balance strong, innovative research skills with the practical ability to implement workable solution to problems
• Be a team player with the ability to work effectively with colleagues to deliver state of the art analytics in a timely and efficient manner

Qualifications
• Ph.D. or Master's Degree in a technical field such as Mathematics, Statistics, Econometrics or Operations Research
• 5-10 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modeling and portfolio optimization
• Publication in peer reviewed academic/practitioner journals is a plus
• Programming skills in statistical packages such as R, SAS, Matlab and S and familiarity with database systems such as Sybase
• Familiarity with vendor risk systems such as RiskMetrics, BlackRock, MSCI/Barra, Yield Book, Barclay's POINT, SunGard APT
• Excellent communication skills and credibility to operate at a senior level within the organization
• Driven, highly motivated and results focused
• Ability to operate autonomously, as well as be an effective member of a broader team
A little about us:
Since its founding in 1935, Morgan Stanley and its people have helped redefine the meaning of financial services.

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