Quantitative Finance

Full Time Program - Client Algorithmic Indices

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Placement and duration

Quantitative Finance Associate Strategists are placed in a strategists (‘strats’) team related to their specialism, but will typically be partnered with particular business lines or desks to work on specific projects or models.
This role is in the Institutional Equities Division within the Electronic Trading Strategists team. You can expect to take on significant responsibility as soon as you start. You will work directly with clients and/or desks at a senior level, applying your skills and subject-matter expertise, to help them make strategic decisions, develop quantitative edge, drive efficiencies and effect changes.

Training program

Training includes on-the-job training and one-on-one sessions to familiarize you with the Firm's data resources and analytical tools. The curriculum covers market knowledge and product and technical training. Throughout the Program, you will be continually exposed to management, and you will benefit from networking opportunities with peers and colleagues. You will also be assigned a mentor to ease your transition into the corporate environment by offering career guidance, serving as a sounding board, and helping connect you to the broader Morgan Stanley network.

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Responsibilities

All Strategists work very closely with desks across all business lines and are commercially driven and P&L (‘profit and loss’) focussed.  Key responsibilities in this role include:

  • All aspects of the platform and implementation cycle of the dynamic index business including, gathering requirements, analysis of existing systems/functionality, design and implementation, all the way through to production roll out and subsequent support

  • Applying programming and quantitative analysis skills to implement strategies and provide solutions to the business requirements. You will be able to apply knowledge of the financial market and commonly traded financial instruments to be able to work on our strategies

  • Working on the strategy implementation, back testing platform, data analysis and integration with other systems in the firm in different programming languages

  • Partnering closely with several global teams to deliver result for the business

     

    *Salary is competitive with excellent benefits

Qualifications/ Skills/ Requirements

  • You have obtained or are in your final year, studying towards a PhD or other advanced Masters degree in a quantitative subject such as Mathematics, Financial Mathematics, Physics, Engineering, Quantitative Finance or Computer Science

  • You have a minimum of 1 years relevant Quantitative Finance work experience

  • Programming and algorithm design. Experience with Java and/or Python programming languages are preferred

  • You have a keen interest in the financial markets and the drive and desire to work in a fast-paced, team-oriented environment

  • You will possess practical problem solving skills with good attention to detail

  • You are able to communicate effectively in both written and verbal English

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Morgan Stanley London

In 1977, Morgan Stanley opened its European headquarters in London, where it now has over 5,000 staff. Morgan Stanley is one of the preeminent financial services firms in the UK, with longstanding client relationships and a leading role in many landmark transactions. Our professionals value individual intellect as much as teamwork. We offer nimble, innovative services and products tailored to our clients’ needs.

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Application Process & Deadlines

This program is not currently open for applications. Please note we may also have some additional off-cycle positions available throughout the year, depending on business needs.

Candidates must apply online at www.morganstanley.com/campus and are encouraged to apply early as we recruit on an ongoing basis. Applicants will be required to complete online tests within 48 hours of submitting an application.

Learn more about Our Recruitment Process