Portfolio Risk Analytics & Optimization Associate

Morgan Stanley; New York (NY); On-site; USD 120,000 - 150,000; Full time

Job summary

Morgan Stanley Investment Management is seeking an Associate for the Central Trading & Risk Management team on a multi-manager, market-neutral equity platform. You will perform factor attribution, construct and optimize portfolios, and develop Python-based tools to improve investment workflows.

In this highly analytical role you will assess exposures, stress test portfolios, and communicate risks and opportunities to portfolio managers and senior leadership.

Qualifications

• 2-5 years of relevant experience, preferably buy-side in a multi-manager platform.
• Strong understanding of equity markets, equity index futures, and market-neutral construction.
• Experience with equity risk models (MSCI Barra, Axioma, or in-house).
• Deep knowledge of statistical methods and quantitative techniques.
• Proficiency with Python and SQL.
• Experience with large financial datasets and time series.
• Experience with portfolio optimization, stress testing, and simulations.
• Demonstrated interest in financial markets and quantitative investing.
• Excellent verbal communication and relationship management skills.

Responsibilities

• Perform factor attribution and portfolio exposure analysis across managers and strategies.
• Develop and enhance portfolio construction and optimization methodologies.
• Research new alpha signals and evaluate interactions with portfolio positioning.
• Design quantitative tools supporting investment decision making.
• Conduct stress testing and scenario analysis across portfolios.
• Monitor fund-wide exposures and identify concentrations or emerging risks.
• Partner with trading to improve execution and implementation efficiency.
• Communicate portfolio risks, opportunities, and positioning implications to managers and leadership.
• Analyze portfolio performance and attribute returns across factors, sectors, themes, and positions.
• Design and develop Python-based analytical tools, research infrastructure, and automation.

Skills

Python

SQL

Quantitative methods

Time series data

Portfolio optimization

Stress testing

MSCI Barra / Axioma knowledge

Communication

Independent work

Education

Advanced degree in quantitative field

Tools

MSCI Barra

Axioma

SQL databases

Job description

Morgan Stanley Investment Management is seeking an Associate for the Central Trading & Risk Management team on a multi-manager, market-neutral equity platform. You will perform factor attribution, construct and optimize portfolios, and develop Python-based tools to improve investment workflows.

In this highly analytical role you will assess exposures, stress test portfolios, and communicate risks and opportunities to portfolio managers and senior leadership.