Company Profile:
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.
Department Profile:
The Institutional Equity Division (IED) is a global leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. We are looking for a qualified individual with exceptional quantitative background to join our Delta One Strats team in Singapore.
Team Profile:
Morgan Stanley's Institutional Equities division is looking for a desk strategist for its Equity Delta One Strategist team. Desk strategists are key participants, together with traders, in the revenue-generating activities of our division. Desk strategists sit on the trading desk and collaborate with the traders to generate innovative ideas, analyze risks and trading opportunities.
What you will do:
The role will cover but not limited to portfolio optimization, trading strategy, intraday alpha research, market microstructure study and real-time trading support. The candidate will also be involved in the modeling/research from model inception, to development, and on-going trading performance monitoring/tuning in engines.
The candidate will conduct projects such as process large datasets and identify signals to enhance multi-factor alpha models, run portfolio risk analysis and optimization on certain metrics, implement trading strategies, and work closely with the technology team for model testing and deployment in production.
What we expect:
1. Degree in a quantitative field (Math/Physics/Computer Science)
2. 2+ years industry working experience
3. Familiarity with Python, q/KDB+, Java
4. Knowledge of portfolio optimization, systematic strategy construction, and market microstructure, advanced statistics and machine learning
