Morgan Stanley Investment Management Inc.seeks to fillthe position of Senior Associatein New York, NY.Conduct quantitative analysis to develop quantitative strategies, assess investment opportunities, as well as key risks, for various equity factor strategies. Assist in the development of proprietary quantitative tools. Maintain, organize, and expand existing 3rd party and proprietary financial and economic databases. Prepare reports and support materials for regular internal and external meetings. Monitor performance and investment exposures of existing investments. Assist with development, programming, documentation, maintenance, production and improvement of the functions, models (fundamental and quantitative), spreadsheets, indicators and charts. Expand and scrub the team's security/ factor data set and performing related analysis and research. Assist with client-driven research requests. Construct and monitor tradeable baskets for team portfolios. Help manage development and process workflow of the GMA research platform. Help maintain and improve the team's internal website.Salary: Expected base pay rates for the rolewill bebetween $169000and $200000per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.Requirements:Requires a Master's degree in Finance, Economics, or a related field plus one (1) yearof experience in the position offered or one (1) year of experience as a Senior Quantitative Research Analyst, Investment Research Analyst, or a related occupation.Requires one (1) year of experience: Designing, coding and back-testing custom factor portfolio strategies in Python and Matlab; Applying optimization packages to build minimum variance and risk parity portfolios; Using SQL to clean and maintain stock price, index level price, valuation data, and factor data; Designing and implementing team-wide SQL procedures to reduce redundancies; Rebalancing active custom index strategies by providing constituents and calculating weights in Matlab, Excel VBA, and SQL; Developing regression based return attribution framework in Matlab; Researching and incorporating ESG characteristics in portfolio construction process in Python and Matlab; and leveraging Git Source Control and Bitbucket tools to maintain project code files.Qualified Applicants:To apply, visit us at https://ms.taleo.net/careersection/2/jobsearch.ftl?lang=en Scroll down and enter3240885as the "Job Number" and click "Search jobs."No calls please.EOE
