【Morgan Stanley】Director, Portfolio Analytics
仕事内容
https://morganstanley.eightfold.ai/careers/job/549782979309?domain=morganstanley.com&hl=en
Support hedge fund clients in their use of proprietary web-based performance and risk applications in order to perform portfolio and stock historical performance and exposure analysis, and to provide and articulate portfolio risk measures such as VaR, volatility, stress tests, beta and liquidity analysis. Utilize multi-factor equity models to understand drivers of portfolio performance risk, including scenario analysis of different micro- and macro- conditions, and implement innovative statistical techniques to identify patterns in equity markets and the client's portfolio. Provide guidance to fellow team members, such as navigating internal technical platforms, understanding quantitative models, enabling client interactions, and developing content based on market movements, as well as guiding overall career progression by providing learning opportunities and platforms for career growth. Responsible for product development efforts on proprietary technology platforms, collaborating across functional areas with both technical experts and end-users to define requirements, ensure project timelines, and guide development all the way to product roll-out.
応募資格(必須経験など)
Requires a Master’s in Financial Engineering, Statistics, or related field of study and two (2) years of experience in the position offered or two (2) years as an Associate, Financial Analyst, or related occupation in the financial services field. Requires two (2) years of experience with: R coding (including data tables, ggplot, and shiny); SQL; Bloomberg; Reuters Eikon; VBA; Statistics; regression; time series analysis; portfolio and risk management; foreign exchange currency analysis; hedge analysis; stress testing; multi factor models; liquidity analysis; and econometrics.
Qualified Applicants: To apply, visit us at https://morganstanley.eightfold.ai/careers?source=mscom and enter JR000457 in the search field. No calls please. EOE