Senior Associate – QIS Strats - Lon

Mumbai (MSA), Maharashtra, India
Not disclosed
18 Nov 2020
04 Dec 2020
Approved employers
Approved employer
Contract type
Full time


From global institutions to hedge funds, investors come to Morgan Stanley for sales, trading, and market-making services in almost every type of financial instrument in all the world’s financial markets. Morgan Stanley professionals use our network and technology to provide liquidity and sophisticated analysis, to manage risk and execute reliably in the fast-changing markets.

Morgan Stanley’s Institutional Equity Division (IED) is a world leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. Our broad and deep client relationships, market-leading platform and intellectual insights enable us to be a world-class service provider to our clients for their financing, market access and portfolio management needs.

Global Markets Group is the offshoring arm of Morgan Stanley’s Sales & Trading businesses in India. It covers functions across IED and Fixed Income Division (FID) ranging from those associated with sales, trading, analytics, strats to risk management.

The Quantitative and Investment Strategies Group (QIS) provides investment strategies and quantitative models and bespoke strategies to external clients and the sales desk. We are looking for proactive, self-starting individual to be part of our India team working with London QIS Strats team. This is a challenging role and offering exposure to an interesting, dynamic product group and work environment to build your career in.

Responsibilities for this role would involve:

  • Implement and backtest performance of Morgan Stanley QIS indices.
  • Daily maintenance and publication of Morgan Stanley indices, involving data quality and implementation checks.
  • Debug existing indices to fix evolution issues and provide intermediary results for comparison vs. production code
  • Work closely with Financial Engineers and trading teams on the backtesting and replication of QIS indices in Morgan Stanley risk systems.
  • Development of processes to improve index support, e.g. scripts to aid debugging, index code refactoring and standardization
  • Minor modifications to existing live indices – e.g. new cost structures, universe changes, minor methodology adjustments
  • Regular communication with team members in London
  • Degree with a quantitative discipline (BE, BTech in Computer Science, MS in Maths/Statistics/ FE) from Tier 2 institutes.
  • 3+ years of relevant working experience in a QIS role using Java (or C++) and Python in the library of a front office team.
  • KDB database knowledge is a plus.
  • Must be able to flexibly respond to changes in priorities, be able to communicate results to a less-technical audience, work well in a team and be comfortable in a front office environment.
  • Strong attention to detail
  • Drive and desire to work in an intense team-oriented environment.

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

Similar jobs

More searches like this

Similar jobs