Sustainability Quantitative Analyst – Econometrician

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

Sustainability Quantitative Analyst – Econometrician

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.

Department Profile :
The department is part of Morgan Stanley's Global Sustainable Finance group ("GSF"), which coordinates the Firm's pursuit of business opportunities involving the deployment of the Firm's capital. The department seeks to execute transactions designed to deliver positive commercial, environmental, and social returns.

Job summary:
We are seeking a specialist in econometrics to implement a robust research agenda on topics related to sustainable investing. Successful candidates will have a dual passion for financial markets and sustainability as well as demonstrated expertise in quantitative research techniques, including knowledge of leading-edge approaches, data sources, statistics and relevant literature. Additionally, successful candidates will be well-organized and detail oriented, and will work well in team environments.

Responsibilities:
-Assess and analyze a wide range of financial and alternative data sources
-Implement quantitative models
-Propose and test new research ideas
-Effectively manage complex projects with diverse and disparate stakeholders
-Communicate clearly through written publications and in-person meetings or presentations

Qualifications:

-Master's or PhD in Mathematics, Economics, Statistics, Policy Analysis, Quantitative Finance or a similarly quantitative field, with exposure to, or strong interest in, applying quantitative methods to sustainability topics
-Experience implementing quantitative research projects that apply time-series econometrics, dimensionality reduction, and optimization techniques to financial data
-Understanding of the role of non-parametric and broader machine learning tools in solving real world problems
-Deep expertise in one or more statistical programming languages - Python, R, Stata, or Matlab are preferred, others are welcome
-3+ years of experience in the financial sector and/or Series 7 license holder are preferred

Exposure to one or more of the following areas is a plus:
-Integrating multi-source (e.g. remote-sensed, administratively, reported, surveyed, or news sentiment data) datasets of varied frequencies in a common analytical framework
-Factor-based models, asset pricing, and portfolio optimization
-Filters, classifiers, neural networks, and ensemble stacking
-Fundamental financial analysis and corporate valuation
-Credit risk and stress testing
-Spatial econometrics
-Environmental, social and governance reporting