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Morgan Stanley

Macro Research, Quantitative Investment Strategies Research, Vice President

Morgan Stanley, New York

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Job Description

The Quantitative Investment Strategies team in Morgan Stanley Investment Research partners with clients on systematic investment. The team provides research on quantitative investment strategies, including signal generation, portfolio construction, and risk management. Focus areas include academically motivated factor strategies and alpha signals, using advanced econometric and statistical techniques across all asset classes, with ongoing performance monitoring. The team is integrated with Morgan Stanley's sales and trading groups.

Responsibilities include:

  • Conduct independent research on quantitative strategies, focusing on volatility in macro assets and equities, with experience in non-linear systematic strategies involving options.
  • Collaborate with sales and trading on strategy implementation.
  • Develop bespoke research for clients to address specific questions.
  • Monitor research strategies and write reports to summarize findings.
  • Engage with clients to discuss research and investment solutions.
  • Stay updated with literature in quantitative investment strategies.

Qualifications:

  • Ph.D. or strong quantitative Master’s in sciences or Economics.
  • Strong skills in statistics and mathematics.
  • Proficiency in MATLAB, R, Python, C++, or similar programming languages.
  • Ability to develop scalable, well-crafted code.
  • Experience in structuring strategies is a plus.

Preferred skills:

  • Experience in research and development of systematic strategies in volatility for equities or macro assets, including alpha generation and hedging.
  • Experience with linear strategies is a plus.
  • Knowledge of econometrics (GARCH, SVM, Ridge regression, Neural Networks, etc.).
  • Basic understanding of portfolio theory.
  • Strong communication skills.

What we offer:

At Morgan Stanley, you will work with top professionals in a supportive environment, with comprehensive benefits. Our culture values diversity, integrity, and excellence. Compensation includes base salary, bonuses, and incentives, with a total package aligned with experience and performance.

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