Multi-Asset/Equity Portfolio Performance Analysis-Associate / Senior Associate

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Morgan Stanley USA
  • 20 Oct 18

Multi-Asset/Equity Portfolio Performance Analysis-Associate / Senior Associate

Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 590 investment professionals around the world and $420 billion in assets under management or supervision. MSIM strives to provide outstanding long-term investment performance, service and a comprehensive suite of investment management solutions to a diverse client base, which includes governments, institutions, corporations and individuals worldwide.


The Global Portfolio Analysis and Reporting (GPAR) Team is seeking a highly motivated individual to join our New York team, reporting to the head of the group. This individual will be responsible for providing both standard and ad hoc analytics and reporting, with a focus on performance analysis for multi-asset and equity portfolios. The individual should have a willingness and interest in continually expanding ones 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.

Key Responsibilities:
· Provide performance attribution / contribution reporting for assigned areas of product coverage, which an emphasis on theme based reporting.
· Respond to ad hoc attribution/contribution requests; perform custom analysis and detailed examination of calculations and output.
· Play an active role in ensuring and improving data integrity/quality
· Significant one to one interaction with portfolio managers/analysts, 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.


Overall Requirements:
· Bachelors Degree in Accounting, Finance, Economics or a quantitative field. Master's degree is preferred.
· 3-6 years of relevant experience.
· Demonstrate thorough knowledge of both traditional asset management and alternatives investments (derivatives, fixed income, cash equities, mutual funds, hedge funds, private equity).
· Asset management performance calculation and reporting experience including knowledge of alternative return calculations and CFA Institute Guidelines.
· In depth understanding of attribution theory and practice.
· Working knowledge of GIPS and best practices.
· Experience in using FactSet, Bloomberg, and other performance attribution vendor systems . Additional proprietary tools are also used.
· Strong quantitative, analytical and problem solving skills along with a high attention to detail.
· Advanced knowledge of Power Point and Excel, including designing, creating and maintaining complex spreadsheets, queries, reports and charts.
· 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.