Hedge Fund Portfolio Analytics Associate

574 Morgan Stanley Employment Services UK Ltd.; Manchester; On-site; GBP 60,000 - 90,000; Full time

Job summary

Morgan Stanley Fund Services in Glasgow is seeking an Associate to assist with performance and exposure/risk attribution analytics of hedge fund portfolios using multi-factor models. You will help test and build systematic quantitative solutions and collaborate with technology colleagues to develop new tools.

The role offers opportunities for building automation, advanced analytics, and contributions to pre-trade quant products within a global analytics team.

Qualifications

• Master’s in quantitative discipline with 2-4 years of relevant experience.
• CFA, CQF or FRM is advantageous but not mandatory.
• Familiarity with equities and multi-factor risk models.
• Hands-on experience in R or Python; LaTeX, Markdown and Shiny knowledge.
• Analytical mindset with strong communication and attention to detail.

Responsibilities

• Deliver quantitative analyses on portfolio exposure, risk, and performance.
• Collaborate with the global client coverage team on factor analysis.
• Prepare custom client risk and performance reports.
• Help automate bespoke solutions using R/VBA and IT tools.
• Contribute to ideation for new pre-trade quant products.

Skills

Portfolio analytics

R programming

Python

Quantitative analysis

Communication skills

Education

Master’s in quantitative discipline

CFA

CQF

FRM

Tools

LaTeX

Markdown

Shiny

Job description

Morgan Stanley Fund Services in Glasgow is seeking an Associate to assist with performance and exposure/risk attribution analytics of hedge fund portfolios using multi-factor models. You will help test and build systematic quantitative solutions and collaborate with technology colleagues to develop new tools.

The role offers opportunities for building automation, advanced analytics, and contributions to pre-trade quant products within a global analytics team.