Morgan Stanley (NYSE: MS) is a leading global financial services firm providing a wide range of investment banking, securities, wealth management and investment management services. With offices in 42 countries, the firm's employees serve clients worldwide including corporations, governments, institutions and individuals. For further information about Morgan Stanley, please visit www.morganstanley.com .
About the Division
The Institutional Equity Division (IED) is a global leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. We are looking for a qualified individual with exceptional quantitative background to join our Delta One Strats team in Hong Kong.
About the Role
Morgan Stanley's Institutional Equities division is looking for a desk strategist for its Equity Delta One Strategist team. Desk strategists are key participants, together with traders, in the revenue-generating activities of our division. Desk strategists sit on the trading desk and collaborate with the traders to generate innovative ideas, analyze risks and trading opportunities.
Key Responsibilities
The role will cover but not limited to portfolio optimization, trading strategy, intraday alpha research, market microstructure study and real-time trading support.
The candidate will also be involved in the modeling/research from model inception, to development, and on-going trading performance monitoring/tuning in engines.
The candidate will conduct projects such as process large datasets and identify signals to enhance multi-factor alpha models, run portfolio risk analysis and optimization on certain metrics, implement trading strategies, and work closely with the technology team for model testing and deployment in production.
Qualifications, Skills & Requirements
MSc /PhD in a quantitative field (Math/Physics/Computer Science)
5+ years industry working experience
Familiar with q/KDB+, Java, shell scripting and Linux platform is a strong advantage
Knowledge of portfolio optimization, systematic strategy construction, and market microstructure, advanced statistics and machine learning is a strong advantage