ETF Quant Strategist - Institutional Equity - Associate

Primary Responsibilities

• Develop clean, well-designed, and reusable code to backtest trading strategies
• Build tools to enhance the management of systematic market making book
• Generate visualization of research and backtest results to support real-time decision making of the ETF trading desk
• Work on sophisticated models to help traders accurately assess ETF risk and values
• Collaborate closely with the ETF trading desk to support daily data and analytics needs

What You’ll Bring To The Role

• An advanced degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering is mandatory
• Strong quantitative skills; knowledge of ETF/macro products and financing rate is a plus
• Familiarity with machine learning models and convex optimization is a strong plus
• Strong programming skills in an object oriented language (Java, Python, or C++)
• Drive and the ability to thrive in a fast-paced, team-oriented environment
• Effective written and verbal communication skills in English

What You Can Expect From Morgan Stanley

• Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background
• We offer some of the most attractive and comprehensive employee benefits and perks in the industry
• We support our employees and their families at every point along their work-life journey
• We have ample opportunity to move about the business for those who show passion and grit in their work
• We are committed to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents