Hybrid Quantitative Investment Engineer

Morgan Stanley; Seattle (WA); Hybrid; USD 70,000 - 140,000; Full time

Job summary

Parametric, a part of Morgan Stanley Investment Management, seeks a quantitative investment professional to turn research into systematic equity portfolios. This role combines client-facing opportunities with rigorous analysis and development of investment strategies.

The Associate Investment Engineer will work with the Investment Strategy team, maintain strategies, run risk analyses, back-tests, and contribute to reports and thought leadership. Hybrid model: 3 days in office, rest remote.

Qualifications

• Bachelor's degree in a quantitative or financial discipline is required.
• 4+ years of investment industry experience.
• Ability to communicate complex quantitative and investment concepts.
• Strong knowledge of probability, statistics, matrix algebra, and mean-variance optimization.
• Experience with equities and equity factor models.
• Experience with Factset, Bloomberg, or Refinitiv / Eikon.
• Advanced knowledge of Excel, including VBA.

Responsibilities

• Work with senior team members to answer complex investment questions.
• Develop proprietary investment strategies and client-directed mandates, and maintain related documentation.
• Prepare ad hoc analyses such as performance attributions, risk decompositions and back-tests with limited oversight.
• Maintain and enhance proprietary investment strategies and client-directed mandates, and work across the firm to keep all stakeholders aligned.
• Contribute research for internal briefs, white papers, and journal articles to help firm demonstrate thought leadership in investment areas of focus.
• Support direct sales and client service activities by providing research and analysis.
• Generate data and analytics used in Investment Committee meetings and Marketing content.
• Utilize and contribute to internal Python and R libraries that support our business activities.
• Uphold department reputation through professionalism, accuracy, and responsiveness.
• Participate in process improvement and technology development efforts.
• Develop and maintain a specialized knowledge of all relevant Parametric products.
• Assume other responsibilities as required.

Skills

Quantitative analysis

Communication

Python or R

Equities & factor models

Statistics

Excel (VBA)

Education

Bachelor's degree in quantitative/financial discipline

Tools

Python

R

GitHub

SQL

Snowflake

Excel

Job description

Parametric, a part of Morgan Stanley Investment Management, seeks a quantitative investment professional to turn research into systematic equity portfolios. This role combines client-facing opportunities with rigorous analysis and development of investment strategies.

The Associate Investment Engineer will work with the Investment Strategy team, maintain strategies, run risk analyses, back-tests, and contribute to reports and thought leadership. Hybrid model: 3 days in office, rest remote.