Job Description
he 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 researches strategies across all asset classes and monitors their performance on an ongoing basis. The team is closely integrated with the Quantitative Investment Strategies group in Morgan Stanley sales and trading.
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 non-linear strategies involving options for alpha generation or hedging is required.
You will collaborate closely with sales and trading in the implementation of quantitative investment strategies.
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 follow the literature in the space of quantitative investment strategies.
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.
Experience in structuring is a plus.
Skills that will help you in the role:
Experience in macro strategies or macro products preferred – knowledge of non-linear strategies is a requirement.
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.
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 non-linear strategies involving options for alpha generation or hedging is required.
You will collaborate closely with sales and trading in the implementation of quantitative investment strategies.
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 follow the literature in the space of quantitative investment strategies.
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.
Experience in structuring is a plus.
Skills that will help you in the role:
Experience in macro strategies or macro products preferred – knowledge of non-linear strategies is a requirement.
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.
💡 Quick Summary
Seeking a career-building opportunity? The Macro Research, Quantitative Investment Strategies Research - Vice President position is now open for candidates interested in the Bank Jobs sector. This role in London offers a professional environment and growth potential.
Requirement Snapshot: Candidates should possess basic communication skills, a proactive attitude, and the ability to work in a team. Experience in Bank Jobs is a plus.
