Quantitative Investment Strategies - Systematic Strategy Research and Implementation - Vice President
May 18, 2018
London, United Kingdom
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.
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. Morgan Stanley 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.
The Institutional Equity Division (IED) is a global leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities.
The Firm's equity Sales & Trading operations provide liquidity, distribute content, and create product solutions to help our clients generate alpha.
The candidate will join the QIS Team in London, focussing on Equity Factor based systematic strategy solutions for our EMEA Institutional business.
The Quantitative Investment Strategies group (QIS) researches, designs, implements and markets rules-based systematic strategies for external clients. Areas covered include risk premia across asset classes, derivative and volatility trading strategies.
As such, the candidate will have four main duties:
Research and implementation of strategies, focusing on the Equity factor suite of indices, including robust research techniques, writing index descriptions, assessing trading impact and costs, and coding the algorithm into Morgan Stanley's systematic strategy infrastructure (Java based)
Market the strategies with clients, offering a quantitative insight into design and performance of strategies and how these complement client portfolios
Support the team in designing rules-based algorithmic strategies, on a bespoke client basis or in response to market demand and conditions
Maintenance of existing live strategies
Skills Required (essential):
Strong quantitative academic background
Strong computer skills such as Java, Matlab, VBA and/or C++
Very g ood inter-personal / communication skills
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.*LI-CN1