Quantitative Portfolio Risk & Analytics Associate

Morgan-Stanley; Town of Islip (NY); On-site; USD 120,000 - 150,000; Full time

Job summary

Morgan Stanley is seeking an Associate for the Central Trading & Risk Management team within its multi-manager, market-neutral equity platform. The role combines risk management, quantitative research, portfolio construction, and data analysis to support investment decisions across managers and strategies.

The ideal candidate has strong Python/SQL skills, experience with equity markets and risk models, and a rigorous quantitative mindset ready to contribute to portfolio analytics and automation

Qualifications

• Strong understanding of equity markets and market-neutral portfolio construction.
• Experience with equity risk models (MSCI Barra, Axioma) or in-house models.
• Proficiency in Python and SQL for data analysis and tooling.
• Ability to work with large financial datasets and time series.

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 risks.
• Collaborate with trading to improve execution and efficiency.
• Communicate portfolio risks and opportunities to PMs and leadership.
• Design Python-based analytics tools and automation to improve workflows.

Skills

Equity markets

Equity index futures

Market-neutral strategies

Python

SQL

Time series data

Data analysis

Stress testing

Portfolio optimization

Communication

Education

Advanced degree in Mathematics, Statistics, Engineering, Computer Science, or related field

Tools

MSCI Barra

Axioma

In-house risk models

Job description

Morgan Stanley is seeking an Associate for the Central Trading & Risk Management team within its multi-manager, market-neutral equity platform. The role combines risk management, quantitative research, portfolio construction, and data analysis to support investment decisions across managers and strategies.

The ideal candidate has strong Python/SQL skills, experience with equity markets and risk models, and a rigorous quantitative mindset ready to contribute to portfolio analytics and automation