VP, Quantitative Equity Strategies & Automation

Morgan Stanley; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Flexible working arrangements

Internal mobility opportunities

Job summary

Morgan Stanley in London seeks an Equity Delta 1 Strats professional to lead analysis of CRB data, study market and vendor data, and support trader portfolios.

You will design, build and monitor trading engines, automate quantitative methods, and develop data handling pipelines from diverse sources across the firm.

The role requires a degree in Finance/Economics/Mathematics, strong Python coding, Linux expertise, and familiarity with equity markets.

Qualifications

• Bachelor or Master’s in Finance, Economics or Mathematics (including equivalents of CA, CFA, FRM, MMS, MBA). Engineering degree preferred.
• Experience with Linux, shell scripts and automation.
• Strong Python coding and data handling capabilities.

Responsibilities

• Lead analysis of MS' CRB to identify market nuances.
• Analyze data from market and vendor sources; explain trader PnL.
• Support trader portfolio analysis and data-driven decision making.
• Automate quantitative methods and build data pipelines across diverse sources.
• Design and monitor trading engines to realise efficiency gains.

Skills

Python

R

Data analysis

Portfolio optimization

Linux

Shell scripting

Equity markets

Education

Finance/Economics/Mathematics

CA/CFA/FRM/MBA equivalents

Engineering degree preferred

Tools

KDB+

SQL Server

Sybase

Job description

Morgan Stanley in London seeks an Equity Delta 1 Strats professional to lead analysis of CRB data, study market and vendor data, and support trader portfolios.

You will design, build and monitor trading engines, automate quantitative methods, and develop data handling pipelines from diverse sources across the firm.

The role requires a degree in Finance/Economics/Mathematics, strong Python coding, Linux expertise, and familiarity with equity markets.