Rothfeld, Logan
2011-Jul-12 17:20 UTC
[R-jobs] Quantitative Analyst/Quantitative Developer
Hello, I would like to post the below position on your site. Thanks, Quantitative Analyst/Quantitative Developer MSIM Global Risk & Analysis, Quantitative Research & Model Review group Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under management or supervision as of December 31, 2010. 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. MSIM Global Risk & Analysis (1) is responsible for identifying, assessing, managing and monitoring risk across all MSIM businesses and (2) develops divisional presentations, reporting and analysis for MSIM and Firm management. Traditional Asset Management (TAM) Risk is responsible for identifying, assessing, managing and monitoring risk across the Long Only, Liquidity and Alternative Investment Partners businesses. The Quantitative Research & Model Review group provides quant modeling and model validation services to the risk team and to the business as a whole. Responsibilities * Perform critical review and model validation of the quantitative strategies and risk models employed within MSIM, including all aspects of portfolio construction (asset selection, portfolio optimization, rebalancing, trade sizing, and so on) * Perform critical review of valuation models that hit the Firm's books & records * Perform critical review of vendor risk models and the systems that use them * Conduct research in conjunction with MSIM's risk team and the quantitative research groups in the equity, fixed income and alternatives asset spaces * Provide mentoring in disciplined software-development skills Qualifications * Masters level in a quantitative discipline such as Statistics, Engineering or Computer Science * 2+ yrs work experience with quantitative applications in areas such as finance, economics or business * Strong programming skills in languages such as C++, R/S-PLUS, MATLAB, SAS, Perl, and SQL * The ability to program within both UNIX/Linux & Windows environments * Disciplined software-development skills such as the use of source-control management (Git is strongly preferred), unit-test frameworks and literate programming * Knowledge of financial theory is strongly desired though not essential * Must be self-motivated with strong organizational and effective interpersonal skills * Attention to detail is essential Logan Rothfeld Consultant | Human Resources 522 Fifth Avenue, 23rd Floor | New York, NY 10036 Phone: +1 212 296-7845 Logan.Rothfeld at morganstanley.com<mailto:Logan.Rothfeld at morganstanley.com> -------------------------------------------------------------------------- NOTICE: Morgan Stanley is not acting as a municipal advisor and the opinions or views contained herein are not intended to be, and do not constitute, advice within the meaning of Section 975 of the Dodd-Frank Wall Street Reform and Consumer Protection Act. If you have received this communication in error, please destroy all electronic and paper copies and notify the sender immediately. Mistransmission is not intended to waive confidentiality or privilege. Morgan Stanley reserves the right, to the extent permitted under applicable law, to monitor electronic communications. This message is subject to terms available at the following link: http://www.morganstanley.com/disclaimers. If you cannot access these links, please notify us by reply message and we will send the contents to you. By messaging with Morgan Stanley you consent to the foregoing. [[alternative HTML version deleted]]
Rothfeld, Logan
2011-Jul-12 17:22 UTC
[R-jobs] Quantitative Analyst/Quantitative Developer
Hello, I would like to post the below position on your site. Thanks, Quantitative Analyst/Quantitative Developer MSIM Global Risk & Analysis, Quantitative Research & Model Review group Morgan Stanley Investment Management (MSIM), together with its investment advisory affiliates, has more than 680 investment professionals around the world and approximately $279 billion in assets under management or supervision as of December 31, 2010. 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. MSIM Global Risk & Analysis (1) is responsible for identifying, assessing, managing and monitoring risk across all MSIM businesses and (2) develops divisional presentations, reporting and analysis for MSIM and Firm management. Traditional Asset Management (TAM) Risk is responsible for identifying, assessing, managing and monitoring risk across the Long Only, Liquidity and Alternative Investment Partners businesses. The Quantitative Research & Model Review group provides quant modeling and model validation services to the risk team and to the business as a whole. Responsibilities * Perform critical review and model validation of the quantitative strategies and risk models employed within MSIM, including all aspects of portfolio construction (asset selection, portfolio optimization, rebalancing, trade sizing, and so on) * Perform critical review of valuation models that hit the Firm's books & records * Perform critical review of vendor risk models and the systems that use them * Conduct research in conjunction with MSIM's risk team and the quantitative research groups in the equity, fixed income and alternatives asset spaces * Provide mentoring in disciplined software-development skills Qualifications * Masters level in a quantitative discipline such as Statistics, Engineering or Computer Science * 2+ yrs work experience with quantitative applications in areas such as finance, economics or business * Strong programming skills in languages such as C++, R/S-PLUS, MATLAB, SAS, Perl, and SQL * The ability to program within both UNIX/Linux & Windows environments * Disciplined software-development skills such as the use of source-control management (Git is strongly preferred), unit-test frameworks and literate programming * Knowledge of financial theory is strongly desired though not essential * Must be self-motivated with strong organizational and effective interpersonal skills * Attention to detail is essential Logan Rothfeld Consultant | Human Resources 522 Fifth Avenue, 23rd Floor | New York, NY 10036 Phone: +1 212 296-7845 Logan.Rothfeld at morganstanley.com<mailto:Logan.Rothfeld at morganstanley.com> -------------------------------------------------------------------------- NOTICE: Morgan Stanley is not acting as a municipal advisor and the opinions or views contained herein are not intended to be, and do not constitute, advice within the meaning of Section 975 of the Dodd-Frank Wall Street Reform and Consumer Protection Act. If you have received this communication in error, please destroy all electronic and paper copies and notify the sender immediately. Mistransmission is not intended to waive confidentiality or privilege. Morgan Stanley reserves the right, to the extent permitted under applicable law, to monitor electronic communications. This message is subject to terms available at the following link: http://www.morganstanley.com/disclaimers. If you cannot access these links, please notify us by reply message and we will send the contents to you. By messaging with Morgan Stanley you consent to the foregoing. [[alternative HTML version deleted]]