Portfolio Analytics Associate: Hedge Fund Risk & Performance

Morgan-Stanley; Glasgow; On-site; GBP 45,000 - 65,000; Full time

Job summary

Morgan Stanley Fund Services (MSFS) is seeking an Associate in Glasgow to perform performance and exposure/risk attribution analytics for hedge fund portfolios using multi-factor models. You’ll test and build systematic quantitative solutions and develop new analytics tools with colleagues globally.

You will work on bespoke analyses, automation, and client reporting while leveraging R, Python, and LaTeX. A Master’s in a quantitative field and 2–4 years’ experience are preferred; CFA/CQF/FRM are

Qualifications

• Master's in quantitative discipline such as Financial Engineering/Math/Statistics/Computing.
• 2–4 years of relevant experience desired.
• CFA/CQF/FRM certification optional but advantageous.

Responsibilities

• Deliver periodic and bespoke quantitative analyses of portfolio exposure, risk and performance.
• Collaborate with global teams to answer client questions on factor analysis.
• Prepare custom client reports involving risk and performance calculations.
• Help build automation for bespoke solutions using R/VBA and other IT tools.
• Contribute to ideation for new pre-trade quant products and content generation.

Skills

Quantitative analysis

R programming

Python programming

Multi-factor models

Communication

Education

Master's in quantitative discipline

Tools

LaTeX

Markdown

Shiny

Job description

Morgan Stanley Fund Services (MSFS) is seeking an Associate in Glasgow to perform performance and exposure/risk attribution analytics for hedge fund portfolios using multi-factor models. You’ll test and build systematic quantitative solutions and develop new analytics tools with colleagues globally.

You will work on bespoke analyses, automation, and client reporting while leveraging R, Python, and LaTeX. A Master’s in a quantitative field and 2–4 years’ experience are preferred; CFA/CQF/FRM are