Senior Associate - Portfolio Analytics-Quants (ISG Operations)

Job Description

Job Title: Senior Associate - Portfolio Analytics

Department: Morgan Stanley Fund Services

Location: Mumbai

Description

Morgan Stanley Fund Services (MSFS), a wholly owned subsidiary of Morgan Stanley, provides fund administration services to the world’s leading hedge funds. With over $500+ billion in Assets under Administration, the division employs over 1,400 professionals globally, with offices in New York, Dublin, London, Hong Kong, Mumbai, Glasgow, and Bangalore.

The Portfolio Analytics group within Morgan Stanley Fund Services focuses on helping clients analyze, understand and report Investment risk and performance of client’s portfolios, provide portfolio transparency reporting, OTC derivatives valuation and other portfolio analytics needs of Morgan Stanley’s global hedge fund clientele. We leverage the group’s proprietary web-based applications and work closely with hedge fund clients and other teams within the division.

The group seeks a Quant candidate to assist with performance and exposure/risk attribution analytics of hedge fund portfolios using multi-factor models. The incumbent will further contribute towards testing and building systematic quantitative solutions for the firm’s hedge fund portfolios.

Responsibilities

• Focus on periodic as well as bespoke delivery of quantitative analyses related to portfolio exposure, risk, and performance
• Work in a team environment to resolve queries of hedge fund clients with technical and business acumen.
• Participate in the ideation for the new products critical to the success of pre-trade quant offering and contribute towards building systematic process for generation of content
• Collaborate with the global client coverage team members to assist answering client questions on factor analysis of their portfolios
• Apply Data Analytics and Data Science techniques on new data sets for pattern analysis

Desired skillset

• Master’s in Quantitative discipline such as Financial Engineering/Mathematics/Statistics/Computing with 3-5 years of relevant experience. Certification such as CFA, CQF or FRM will be an added advantage although not mandatory.
• Familiarity with Equities and Equity derivatives products and familiarity with multi-factor risk models
• Hands-on-experience of R or Python programming, familiarity with LaTeX, Markdown and Shiny
• Analytical mindset and problem-solving ability with a quantitative aptitude
• A team player with strong verbal and written communication skills with attention to details

The role requires working in shift from 1 pm - 10 pm or 12 pm – 9 pm following the US holiday calendar.

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

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