ALM Analyst

London, UK
Not disclosed
10 Jan 2022
10 Feb 2022
Approved employers
Approved employer
Contract type
Full time
Experience level
Qualified accountant


Company Profile:

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.

Team Profile:

The Asset Liability Management (ALM) team is a quantitative group based in London within the Fixed Income Division (FID) at Morgan Stanley. We engage with a broad range of clients – including insurance companies, pensions, banks and corporates – on the impact of risk on a company’s income statement, balance sheet, and capital; structuring optimal benchmarks for asset allocation and liability management; assessing the impact of regulatory and accounting changes on asset and capital allocation and pricing decisions, etc. 

The team is at the centre of Morgan Stanley’s efforts to offer complex customised analysis to our premier clients and to tailor value-added solutions which support the achievement of the client’s business objectives. In addition to being a client-facing group, the ALM team works closely with many coverage and product teams within other areas of the firm including Global Capital Markets (GCM), Fixed Income, Equity, and Investment Banking.

The team has developed a suite of models which are applied and customised to each client in a project framework. As such the models embody the collective insights and experience accumulated by the team, and incorporate the current regulatory, accounting, and corporate finance frameworks appropriate to the task. #LI-KF1 


We are looking for a quantitatively trained person to join the team. The role touches all parts of our business, including:

  • Writing computer code (VBA, MatLab, Delphi XE5) for client projects
  • Preparing client presentations (PowerPoint & Excel)
  • Analysis and interpretation of clients’ risks from stochastic simulation output
  • Deriving and coding fast numerical methods for efficient modelling of asset cashflow, accounting and mark to market, in particular referencing bond mathematics, fixed income, equity, and credit derivatives
  • Working with the relevant product groups internally to develop innovative solutions based upon analysis results and conclusions Participating in client meetings and conference calls

Successful applicants will have the following skills/experience:

  • 2:1 minimum degree qualification from a recognised university, or a PhD thorough understanding of Maths & Statistics or Physics or equivalent 
  • Experience and understanding of working in Investment bank Sales & Trading would be preferred
  • Experience in Statistical analysis and modelling of economic and capital market time series would be preferred
  • Demonstrable oral and written communication skills
  • Advanced Excel ability and programming skills (Including Index, Match or Array Formulae) and experience in use of MatLab, VBA, Delphi. 

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

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.

Given the continued spread of COVID-19 (coronavirus), all interviews will be conducted by phone or virtual connection to protect our candidates and employees. 

For further information, and to apply, please visit our website via the “Apply” button below.

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