[R-jobs] Quantitative Analyst/Quantitative Developer

Rothfeld, Logan Log@n@Roth|e|d @end|ng |rom morg@n@t@n|ey@com
Tue Jul 12 19:20:02 CEST 2011


I would like to post the below position on your site.


Quantitative Analyst/Quantitative Developer
MSIM Global Risk & Analysis, Quantitative Research & Model Review group
Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under management or supervision as of December 31, 2010.  MSIM strives to provide outstanding long-term investment performance, service and a comprehensive suite of investment management solutions to a diverse client base, which includes governments, institutions, corporations and individuals worldwide.

MSIM Global Risk & Analysis (1) is responsible for identifying, assessing, managing and monitoring risk across all MSIM businesses and (2) develops divisional presentations, reporting and analysis for MSIM and Firm management. Traditional Asset Management (TAM) Risk is responsible for identifying, assessing, managing and monitoring risk across the Long Only, Liquidity and Alternative Investment Partners businesses. The Quantitative Research & Model Review group provides quant modeling and model validation services to the risk team and to the business as a whole.

* Perform critical review and model validation of the quantitative strategies and risk models employed within MSIM, including all aspects of portfolio construction (asset selection, portfolio optimization, rebalancing, trade sizing, and so on)
* Perform critical review of valuation models that hit the Firm's books & records
* Perform critical review of vendor risk models and the systems that use them
* Conduct research in conjunction with MSIM's risk team and the quantitative research groups in the equity, fixed income and alternatives asset spaces
* Provide mentoring in disciplined software-development skills

* Masters level in a quantitative discipline such as Statistics, Engineering or Computer Science
* 2+ yrs work experience with quantitative applications in areas such as finance, economics or business
* Strong programming skills in languages such as C++, R/S-PLUS, MATLAB, SAS, Perl, and SQL
* The ability to program within both UNIX/Linux & Windows environments
* Disciplined software-development skills such as the use of source-control management (Git is strongly preferred), unit-test frameworks and literate programming
* Knowledge of financial theory is strongly desired though not essential
* Must be self-motivated with strong organizational and effective interpersonal skills
* Attention to detail is essential

Logan Rothfeld
Consultant | Human Resources
522 Fifth Avenue, 23rd Floor | New York, NY  10036
Phone: +1 212 296-7845
Logan.Rothfeld using morganstanley.com<mailto:Logan.Rothfeld using morganstanley.com>

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