Quantitative Investment Strategies, Manager, Institutional Equity Division

Overview

Quantitative Investment Strategies Manager role in Morgan Stanley’s Institutional Equity Division, focused on building and supporting systematic equity and multi-asset index strategies.

What you'll do

• Work on new equity and multi-asset index development, including back-testing and code work.
• Develop processes to improve index support (e.g., debugging and code refactoring/standardization scripts).
• Monitor indices daily and resolve calculation issues such as data problems, calendar errors, and code errors.
• Oversee index rebalance processes for client directed strategies.
• Make modifications in existing live indices, including cost structure and universe/methodology changes.
• Produce periodic performance reporting and client position/stress/composition reports.
• Carry out performance attribution and bespoke scenario/sensitivity analysis for clients.

What you'll need

• Degree with a quantitative discipline (BE/BTech/MS in Maths/Statistics/Financial Engineering).
• 2-4 years of prior exposure to Index/Quant Research and equities/multi asset indices analytics.
• Strong programming skills with Python (mandatory), plus experience with R and Java.
• Ability to communicate results to a less-technical audience and work well in a team.
• Strong attention to detail and excellent written and verbal communication skills.
• Comfort working in a front office environment and responding to priority changes.

Details

• Location: Mumbai, Maharashtra, India.