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Director – Portfolio Analytics
| Company | Morgan Stanley |
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| Location | New York, NY, USA |
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| Salary | $150000 – $170000 |
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| Type | Full-Time |
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| Degrees | Master’s |
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| Experience Level | Senior |
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Requirements
- Requires a Master’s in Financial Engineering, Statistics, or related field of study
- 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
- 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.
Responsibilities
- Support hedge fund clients in their use of proprietary web-based performance and risk applications
- Perform portfolio and stock historical performance and exposure analysis
- 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
- 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
- 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.
Preferred Qualifications
No preferred qualifications provided.
