Macro Research, Quantitative Investment Strategies Research - Vice President

Join to apply for the Macro Research, Quantitative Investment Strategies Research - Vice President role at Morgan Stanley.

Job Title: Macro Research, Quantitative Investment Strategies Research, Vice President

Location: London

The 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.

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.
• 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.

Certified Persons Regulatory Requirements

This role is deemed as a Certified role and may require the role holder to hold mandatory regulatory qualifications or the minimum qualifications to meet internal company benchmarks.

Where will you be working?

This role is based in 20 Bank Street, London.

Flexible Work Statement

Interested in flexible working opportunities? Morgan Stanley empowers employees to have greater freedom of choice through flexible working arrangements. Speak to our recruitment team to find out more.

Equal Opportunities Statement

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize 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.

What You Can Expect From Morgan Stanley

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll 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. There’s also ample opportunity to move about the business for those who show passion and grit in their work.

To learn more about our offices across the globe, copy and paste https://www.morganstanley.com/about-us/global-offices into your browser.

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Research, Analyst, and Information Technology

#J-18808-Ljbffr