Associate, Strats
About The Position
Morgan Stanley & Co. LLC is seeking an Associate, Strats in New York, NY to Analyze and develop trading strategies for the risk trading desk using the in-house strat infrastructure. Contribute to index research and analysis. Research and develop suitable hedging strategies for portfolios optimized for various constraints. Explore alternative datasets to identify new revenue opportunities and provide overlays on existing risk. Develop tools around the life cycle of rebalances, including risk management, timing, performance, and impact analysis. Monitor and analyze the effectiveness of current strategies, advocate and implement changes as needed. Pay attention to changes in market structure and evaluate their impact on the business. Build solutions that involve a rapid transition from research to live trading. Build and utilize rich data sets to assist with research and analysis.
Requirements
- Requires a Master’s in Operation Research, Economics, or a related field
- Requires three (3) years of experience in the position offered or three (3) years as an Assistant Vice President, or a related occupation
- Requires three (3) years of experience with the following skills: Analytical and quantitative skills, including developing efficient software solutions across research and systematic trading platforms; KDB/Python, data structure, and algorithms; Trading platform development, optimization, and system design; Equity products and market structure, time series datasets; Flow analytics, portfolio risk models, trade cost analysis, and execution algorithms; Statistical/mathematical modeling and model validation.
Responsibilities
- Analyze and develop trading strategies for the risk trading desk using the in-house strat infrastructure.
- Contribute to index research and analysis.
- Research and develop suitable hedging strategies for portfolios optimized for various constraints.
- Explore alternative datasets to identify new revenue opportunities and provide overlays on existing risk.
- Develop tools around the life cycle of rebalances, including risk management, timing, performance, and impact analysis.
- Monitor and analyze the effectiveness of current strategies, advocate and implement changes as needed.
- Pay attention to changes in market structure and evaluate their impact on the business.
- Build solutions that involve a rapid transition from research to live trading.
- Build and utilize rich data sets to assist with research and analysis.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Number of Employees
5,001-10,000 employees
