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الوصف الوظيفي

DepartmentProfile 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 worlds 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 Stanleys 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 Stanleys Sales & Trading businesses in India. It covers functions across IED ranging from those associated with sales, trading, analytics, strats to risk management. Primary Responsibilities 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 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. Deployment of new strategies based on factors like beta, risk-premia, volatility, momentum, and launching the same for trade. Debug existing indices to fix evolution issues and provide intermediary results for comparison vs. production code. Daily maintenance and publication of Morgan Stanley indices, involving data quality and implementation checks. 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 Asia, Europe and New York.

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