Strats, Delta One, ED/VP

Company:  Morgan Stanley
Location: Río Grande
Closing Date: 19/10/2024
Salary: £100 - £125 Per Annum
Hours: Full Time
Type: Permanent
Job Requirements / Description
About the Firm

Morgan Stanley (NYSE: MS) is a leading global financial services firm providing a wide range of investment banking, securities, wealth management, and investment management services. With offices in 42 countries, the firm's employees serve clients worldwide including corporations, governments, institutions, and individuals. For further information about Morgan Stanley, please visit the Division

The Institutional Equity Division (IED) is a global leader in the origination, distribution, and trading of equity, equity-linked, and equity-derivative securities. We are looking for a qualified individual with an exceptional quantitative background to join our Delta One Strats team in Hong Kong.

About the Role

Morgan Stanley's Institutional Equities division is looking for a desk strategist for its Equity Delta One Strategist team. Desk strategists are key participants, together with traders, in the revenue-generating activities of our division. Desk strategists sit on the trading desk and collaborate with the traders to generate innovative ideas, analyze risks, and identify trading opportunities.

Key Responsibilities
  1. The role will cover but is not limited to portfolio optimization, trading strategy, intraday alpha research, market microstructure study, and real-time trading support.
  2. The candidate will also be involved in the modeling/research from model inception to development, and ongoing trading performance monitoring/tuning in engines.
  3. The candidate will conduct projects such as processing large datasets and identifying signals to enhance multi-factor alpha models, running portfolio risk analysis and optimization on certain metrics, implementing trading strategies, and working closely with the technology team for model testing and deployment in production.
Qualifications, Skills & Requirements
  1. MSc/PhD in a quantitative field (Math/Physics/Computer Science)
  2. 5+ years of industry working experience
  3. Familiarity with q/KDB+, Java, shell scripting, and Linux platform is a strong advantage
  4. Knowledge of portfolio optimization, systematic strategy construction, market microstructure, advanced statistics, and machine learning is a strong advantage
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