Portfolio Analytics

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 $600 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

• Collaborate with the global client coverage team members to assist answering client questions on factor analysis of their portfolios

• Prepare custom client reports that involve risk and performance calculation

• Help in building automation to scale bespoke solutions for the clients using R/VBA or with IT solutions

• 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

Desired skillset

• Master's in quantitative discipline such as Financial Engineering/Mathematics/Statistics/Computing with 2-4 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 dedication to a culture of inclusion is evident through our constant focus on recruiting, developing, and advancing individuals based on their skills and talents.

WHAT YOU CAN EXPECT FROM MORGAN STANLEY:

We are committed to maintaining the first-class service and high standard of excellence that have defined Morgan Stanley for over 89 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you'll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work.

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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.

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