Vice President, Research
About The Position
Morgan Stanley & Co. LLC is seeking a Vice President, Research in New York, New York to conduct in-depth and rigorous research on quantitative investment strategies with a focus on cash equity, equity derivatives, and cross asset strategies. Partner with clients to deliver bespoke research solutions addressing specific inquiries about systematic investment strategies. Utilize proprietary datasets and infrastructure to design, back test, and refine investment strategies. Monitor and evaluate researched quantitative investment strategies within the context of evolving market dynamics. Conduct comprehensive literature reviews to stay abreast of academic and industry developments. Author detailed research publications to effectively summarize key findings and market the research efforts. Collaborate with structurers, quant developers (strategists), and sales to productionize strategies and prepare marketing materials. Provide expert knowledge in the field of quantitative investment strategies, acting as a key resource for the sales and trading teams.
Requirements
- Requires a Master’s degree in Computational Finance, Quantitative Finance, Applied Mathematics, or a related field of study.
- Requires three (3) years of experience in the position offered or three (3) years as an Associate, Research Analyst, Quantitative Researcher, or a closely related occupation.
- Requires three (3) years of experience with the following skills: Python, R, or Matlab; Signal Research; Statistical Testing; Probability Theory; Python Plotting; and Excel.
- Requires two (2) years of experience with the following skills: Factor Model; Machine Learning; Regression Analysis including Logistic, Regularization, and Tree; Option Pricing; Stochastic Calculus; Asset Allocation; Portfolio Construction; Portfolio Optimization; Risk Attribution; Risk Control Using Models; Accounting; Financial Valuation; Report Writing; and presenting research to Stakeholders.
- Requires one (1) year of experience with the following skills: programming with kdb+ and Q.
Responsibilities
- Conduct in-depth and rigorous research on quantitative investment strategies with a focus on cash equity, equity derivatives, and cross asset strategies.
- Partner with clients to deliver bespoke research solutions addressing specific inquiries about systematic investment strategies.
- Utilize proprietary datasets and infrastructure to design, back test, and refine investment strategies.
- Monitor and evaluate researched quantitative investment strategies within the context of evolving market dynamics.
- Conduct comprehensive literature reviews to stay abreast of academic and industry developments.
- Author detailed research publications to effectively summarize key findings and market the research efforts.
- Collaborate with structurers, quant developers (strategists), and sales to productionize strategies and prepare marketing materials.
- Provide expert knowledge in the field of quantitative investment strategies, acting as a key resource for the sales and trading teams.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
