Quantitative/Macroeconomic Analyst
Position Description
Morgan Stanley Investment Management, together with its investment advisory affiliates, has 563 investment professionals around the world and $338 billion in assets under management or supervision as of December 31, 2012. 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.
Overview
The Global Asset Allocation team is seeking a quantitative/macroeconomic analyst to support and extend our research and analysis as an integral part of our portfolio management activities. This individual will work closely with the team's other quantitative and fundamental analysts as well as portfolio managers.
Responsibilities
• Work with other quantitative analysts to maintain, expand, and automate the existing platform for use in indicator tracking, model-building, and analysis; maintain, improve, and develop quantitative models and indicators
• Help Maintain and expand the database of economic and financial series
• Produce periodic and ad hoc reports; respond to requests for analysis, data, and charts from portfolio managers
• Analyze investment opportunities by building investment models to identify attractive asset classes, markets, sectors, and themes (with a top-down focus rather than on security selection); analyze relationships between economic variables/indicators and market performance; identify drivers of asset returns; backtest appropriate factors and build predictive models; build explanatory factor models that can be used in forecasting; make use of external resources (data vendors, Wall Street sell side and other third-party research)
Skills Required
Requirements
• Prefer a Master's degree in a technical field such as Quantitative Finance, Mathematics, Engineering, Sciences, Econometrics or Statistics, or MBA with technical focus; Undergraduate degree with 1-3 years relevant industry experience also considered
• CFA progress and/or 1-2 years relevant work experience a plus but not required
• High level of computer literacy including proficiency in a general purpose or scripting language (C/C++/C#, Java, perl), statistical software experience (Matlab/R), Excel/VBA, Windows, and financial applications (FactSet, Bloomberg)
• Keen interest in macroeconomics, investing, and financial markets
• Strong record of academic achievement
• Excellent written and verbal communication and interpersonal skills
• Motivated, self-directed, detail-oriented, deep thinker, solution oriented, multidisciplinary, curious, and entrepreneurial
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