- Hedge Funds
- Investment Management
- Wealth Management
Analyst, Quantitative Derivative Strategies, Institutional Equity, Hong Kong
Location: Non-Japan Asia-Hong Kong-Hong Kong-Hong Kong
Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 747 offices in 42 countries.
As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.
The Institutional Equity Division (IED) is a global leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. The Firm’s equity Sales & Trading operations provide liquidity, distribute content, and create product solutions to help our clients generate alpha. The Equity Derivatives Sales Group has a content driven and client centric approach which has proven to be a recipe for success since the build-out got underway in 2008. Structured around four main product areas – index, single stock, exotics and corporate derivatives – the business operates as a matrix with the four client segments of retail distribution, asset owners, high-velocity trading and corporates.
Candidate will join the Quantitative Derivatives Strategies team in Hong Kong and will be responsible for the below responsibilities:
• Develop quantitative analysis to support the development of systematic strategies/funds and Delta-one baskets, using different programming languages including Python, R and Matlab
• Communicate and collaborate effectively with other Institutional Equity teams to provide strategic, custom solutions to hedge funds (ie. hedges, alpha trades, etc)
• Provide quantitative analysis and related marketing material for external publications
• 1-3 years of relevant work experience gained in financial services environment
• Programming languages including Python, R, Java and C# are highly preferred
• Excellent communication skills with internal and external stakeholders (ie. hedge funds, equities sales, etc)
• Relevant academic in financial engineering, mathematics, statistics, finance or other related quantitative discipline
• Experience in portfolio construction/optimization, factor analysis, index rebalance would be helpful