Portfolio Manager - Parametric
About The Position
Morgan Stanley is a leading global financial services firm. Parametric, part of Morgan Stanley Investment Management, partners with advisors, institutions, and consultants to build portfolios focused on client needs. Parametric is a leader in custom solutions, offering efficient market exposures, implementation solutions, and multi-asset portfolios. This role is part of Parametric's hybrid working model, requiring 3 days in the office and the remaining days remote. The Portfolio Manager is an expert in Parametric’s quantitative equity portfolio construction framework, with a deep understanding of equity multiple factor modeling, portfolio optimization using the Markowitz method, equity indexes, market microstructure, and Parametric’s portfolio management processes and systems.
Requirements
- Bachelor’s (4yr) degree w/ concentration in finance, accounting, engineering or related quantitative focus
- 5+ years professional experience in investment management or similar, inclusive of at least two years of experience in quantitative equity management
- Programming skills a plus, including VBA and Matlab
- Strong mathematical and analytical skills
- Familiarity with academic financial theory and applications
- Working knowledge of equity risk models and portfolio optimizer
- Analytical writing ability
Nice To Haves
- CFA and/or MBA strongly preferred
Responsibilities
- Construct optimized equity index portfolios for separate accounts
- Rebalance and transition portfolios to maximize tax-efficiency
- Construct custom benchmark data
- Monitor index changes and corporate actions
- Generate after-tax return data for both portfolios and benchmarks
- Performance attribution
- Generate client reports, respond to client requests for analysis
- Interact across teams including Technology, Research, Marketing, Customer Service, Operations
- Participate in process improvement and technology development efforts
Benefits
- Medical
- Prescription Drug
- Dental
- Vision
- Health Savings Account
- Dependent Day Care Savings Account
- Life Insurance
- Disability and Other Insurance Plans
- Paid Time Off (including Sick Leave consistent with state and local law, Parental Leave and 20 Vacation Days annually)
- 10 Paid Holidays
- 401(k)
- Short/Long Term Disability
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What This Job Offers
Job Type
Full-time
Career Level
Senior
