Primary Responsibilities

The Quantitative Investment Strategies business at Morgan Stanley sits within the Institutional Securities Group with a cross-asset mandate and is a global multi-function team consisting of dedicated Research, Structuring, Strats, and Trading. The mandate of the group is to design quantitative systematic strategies that can be offered to the firm s clients to access in a variety of formats.

This is a challenging role and offering exposure to an interesting, agile product group and work environment to build your career in.

Responsibilities for this role would involve:

- Work on new equity and multi-asset systematic strategies - back testing, design & structuring.
- Implementation of cross-asset, equity volatility & linear indices.
- Bespoke scenario/sensitivity analysis & effectively explaining the performance & mechanics of a suite of factor strategies to both internal & external stakeholders.
- Development of processes to improve index support, e.g. scripts to aid debugging, index code refactoring and standardization
- Index oversight - Daily monitoring of complex indices & resolving calculation issues (data problems, calendar errors, common code errors etc.)
- Overseeing Index rebalance processes for client directed strategies
- Making modifications in existing live indices e.g. new cost structures, universe changes, minor methodology adjustments
- Index Description drafting for minor adjustments, Repeat Index Launch Form completion
- Carrying out performance attribution of systematic strategies




- Production of periodic standard performance reporting for client distribution
- Development and production of positions, stress, composition reports for clients

Skills required (essential)

- Degree with a quantitative discipline (BE, BTech, MS in Maths/Statistics/Financial Engineering) from Tier 1 or 2 institutes
- 4-5 year of prior exposure to Index/Quants Research and equities/multi asset indices analytics is important.
- Computer Skills: strong programming skills such as Python (mandatory), R and Java.
- Must be able to flexibly respond to changes in priorities, be able to communicate results to a less-technical audience, work well in a team and be comfortable in a front office environment.
- Strong attention to detail.
- Excellent written and verbal communication skills/Ability to express ideas via writing. Prior track record in writing marketing material/trade ideas for wider distribution will be advantageous.
- Proactiveness / Initiative taking & Teamwork are the skills desired

In addition, the candidate should have theoretical or practical understanding of -

- Option Greeks and their behavior over time
- Derivative products like Swaps, Swaptions, Spread Options, Cap/Floors, range accruals, Digitals etc.
- General behavior of Equity Derivatives markets Flow and Structured Products

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.

📌 Quantitative Investment Strategies, Manager (Mumbai)
🏢 Morgan Stanley
📍 Mumbai