Portfolio Analytics Associate - Quant Risk & Performance

Morgan Stanley; Glasgow; On-site; GBP 60,000 - 90,000; Full time

Job summary

Morgan Stanley is seeking a highly motivated Associate for Portfolio Analytics in Glasgow. You will support performance and exposure/risk attribution analytics for hedge fund portfolios, using multi-factor models, and contribute to building systematic quantitative solutions.

The role offers opportunities to develop new analytics tools, automate bespoke reporting, and collaborate with global teams in a dynamic, data-driven environment.

Qualifications

• Master's in quantitative discipline with 2–4 years of relevant experience.
• Certification such as CFA, CQF or FRM adds value but is not mandatory.
• Familiarity with Equities and multi-factor risk models.
• Hands-on experience with R or Python programming; LaTeX/Markdown/Shiny helpful.

Responsibilities

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

Skills

Multi-factor models

R

Python programming

VBA

LaTeX

Markdown

Shiny

Education

Master's in quantitative discipline such as Financial Engineering/Mathematics/Statistics/Computing

Tools

R

VBA

Python

LaTeX

Markdown

Shiny

Job description

Morgan Stanley is seeking a highly motivated Associate for Portfolio Analytics in Glasgow. You will support performance and exposure/risk attribution analytics for hedge fund portfolios, using multi-factor models, and contribute to building systematic quantitative solutions.

The role offers opportunities to develop new analytics tools, automate bespoke reporting, and collaborate with global teams in a dynamic, data-driven environment.