Quantitative Strategist - Associate

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Morgan Stanley
  • 17 Mar 18 2018-03-17

See job description for details

Company Profile

Morgan Stanley is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. Morgan Stanley can provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Role Profile

As a quantitative strategist in the Equities Division at Morgan Stanley this role will focus on automated options market-making and researching short-term alpha signals. The position involves working closely with traders, developers and other quantitative researchers. The ideal candidate will have a broad data science skillset including experience working with large data sets, programming, statistics / machine learning as well as knowledge of some visualization libraries.

Primary Responsibilities

  • Research market micro-structure and order-book dynamics for options and underlying instruments.
  • Analyse and model volatility surface movements.
  • Investigate innovative methods to improve slippage.
  • Improve, develop and test and new options, stocks and futures trading strategies.
  • Monitor and evaluate performance and risk of existing and new strategies.


Skills required (essential)
  • Advanced degree (preference for PhD) in a quantitative subject such as Computer / Data Science, Mathematics, Physics or Statistics.
  • Previous relevant experience in researching and solving data analysis problems.
  • Demonstrate a strong quantitative and analytical background.
  • Strong programming skills in R, kdb+/q and/or Python in Unix environment essential.
  • Experience with C++ and/or Java highly advantageous.
  • Understanding of equity derivatives trading and exchange listed options beneficial.
  • Excellent communication skills and ability to interact with traders and technology

Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximise their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.