Job Description

Senior Associate - MSET Support Role QR


Job Number: 3222444
POSTING DATE: Aug 29, 2022
PRIMARY LOCATION: Non-Japan Asia-India-Maharashtra-Mumbai (MSA)
EDUCATION LEVEL: Refer to Position Description
JOB: Investment Banking/Sales/Trading/Research
EMPLOYMENT TYPE: Full Time
JOB LEVEL: Senior Associate

DESCRIPTION
Department Profile


From global institutions to hedge funds, investors come to Morgan Stanley for sales, trading, and market-making services in almost every type of financial instrument in all the world’s financial markets. Morgan Stanley professionals use our network and technology to provide liquidity and sophisticated analysis, to manage risk and execute reliably in the fast-changing markets.

Morgan Stanley’s Institutional Equity Division (IED) is a world leader in the origination, distribution and trading of equity, equity-linked and equity-derivative securities. Our broad and deep client relationships, market-leading platform and intellectual insights enable us to be a world-class service provider to our clients for their financing, market access and portfolio management needs.


Global Markets Group is the offshoring arm of Morgan Stanley’s Equity businesses in India. It covers functions across IED ranging from those associated with sales, trading, analytics, strats to risk management.


Primary Responsibilities


The Quantitative Research (QR) group designs, builds and maintains the models which drive the equity trading engines at Morgan Stanley. Our systems are used globally by both internal trading groups and clients of the firm. We utilize systematic, data-driven approaches to understand how markets work and put those ideas in action. The team spans the disciplines of finance, econometrics, statistics, mathematics, machine learning and data analysis, with many team members well versed in multiple areas. We are looking to hire highly talented, creative individuals who are enthusiastic about research; and enthusiastic about making a contribution to a leading-edge team, in an intellectually stimulating environment.
We are looking for a quantitative researcher for our quantitative research team. Quantitative researchers collaborate closely with quantitative researchers, MSET business partners and Technology to enhance the performance and product offering of our equity trading algorithms.


The expected working hours will be 07:30 Am (local time)  4:30 pm (local time)

The key elements of the role are –

• 
  Extensive data analysis and engineering covering but not limited to transformation, extraction, feature engineering
  Engineering strategic solutions to manage this data and make it available to other members of the team
  Construction of reusable components to process and access data
  Automate construction of complex data models consisting of data from diverse data sources across the firm
  Assist in the construction and calibration of models relating to various quantitative problems
  Explore the application of Machine Learning techniques to current data and client trading

QUALIFICATIONS
Core Requirements


We are looking for a confident and outgoing person, who has exceptional attention to detail and takes initiative.

• 
  An advanced degree from a strong program that focuses on Machine Learning/Data Science/Computer Science/Physics/Mathematics/Statistics is preferred.
  Able to demonstrate practical mastery of data analysis at scale
  Significant experience in any mathematical/high-level programming language such as Python/R
  Strong written and verbal communication skills.

Complementary Skills

• 
  Previous experience in application of ML techniques to large datasets
  An understanding of feature engineering from data.
  Additional experience with time series modeling techniques is an advantage.
  Experience with Linux, shell scripts and automation