Investment Portfolio Performance Analysis - Sr Associate
Morgan Stanley Investment Management Position: Investment Portfolio Performance Analysis - Sr Associate Summary:
The Global Portfolio Analysis and Reporting (GPAR) Team is responsible for portfolio analytics for both internal and external clients. Activities covered by the team include return attribution, ex-post risk analytics, portfolio characteristics, competitive analysis.
GPAR is seeking a highly motivated individual to join our NYC team. This individual will be responsible for providing both standard and ad hoc analytics and reporting, with a focus on performance analysis for equity portfolios and competitive analysis reporting. Additional areas of coverage might be assigned (portfolio characteristics, multi asset and / or fixed income analytics). The individual should have a willingness and interest in continually expanding one's knowledge of the investment process, finance/economics, and applied investment analytical skills. The group has a strong, team-based orientation, yet relies upon its members to take responsibility and ownership of their coverage responsibilities and client base. Thorough professionalism in all technical and non-technical aspects of the position is required. Qualifications: Key Responsibilities:
- Provide performance attribution / contribution / characteristics reporting for assigned areas of product coverage, with an emphasis on equity strategies.
- Respond to ad hoc attribution/contribution requests; perform custom analysis and detailed examination of calculations and output.
- Conduct peer analysis by leveraging Morningstar and Lipper data
- Play an active role in ensuring and improving data integrity/quality.
- Significant one to one interaction with investment team members, product specialists, client service administrators, and other investment professionals on a variety of issues relating to investment performance and the decomposition of returns.
- Collaborate with the Information technology and Project management teams to re-engineer processes and increase effectiveness of existing reporting.
- Candidate should also be capable of writing interpretive commentary to the reports being produced; presenting reports and interpretations to senior management; and designing new reports that influence the executive decision-making process at MSIM.
- Bachelor's Degree in Accounting, Finance, Economics or a quantitative field. Master's degree is preferred.
- 5-10 years of relevant experience.
- Working knowledge of traditional asset management investments (cash equities, fixed income, FX forwards and other derivatives).
- In depth understanding of various attribution models theory and practice.
- CIPM and/ or CFA designation or willingness to work towards it.
- Experience in using FactSet, Blackrock Aladdin, Bloomberg, and other performance attribution vendor systems is preferred . Additional proprietary tools are also used.
- Strong quantitative, analytical and problem-solving skills along with a high attention to detail.
- Advanced knowledge of Excel, including designing, creating and maintaining complex spreadsheets, queries, reports and charts.
- Working knowledge of data visualization tools (Tableau)
- Programming knowledge and experience desired (VBA, Python, SQL).
- Excellent verbal and written communications skills.
- Strong individual initiative with the ability to take a proactive approach to assigned projects and new team initiatives.
- Ability to think strategically and build on system capabilities.
- Able to maintain a high level of confidentiality.