Morgan Stanley
Quantitative Risk & Portfolio Analytics - Associate
$120K–$150K
New York, New York · On-site · Full-time · Posted Oct 15, 2026
- Experience
- 2-5 years of relevant job experience.
- Education
- Advanced degree in Mathematics, Statistics, Engineering, Computer Science, or a closely related field from an accredited university.
About the job
Supports portfolio managers at a market-neutral equity hedge fund by analyzing risk and performance, improving portfolio construction, and developing quantitative tools for investment decisions.
What you'll do
- Analyze factor exposures, portfolio performance, stress scenarios, and emerging risks across managers and strategies.
- Develop portfolio optimization methods, research alpha signals, and build Python-based analytics and workflow tools.
- Partner with portfolio managers and trading to communicate insights and improve investment decisions and execution.
What they ask for
- Strong understanding of equity markets, equity index futures, and market-neutral portfolio construction.
- Experience with equity risk models, portfolio optimization, stress testing, and simulations.
- Proficiency with Python and SQL; experience with large financial datasets and time series.
- Advanced degree in a quantitative discipline or a closely related field from an accredited university.
Nice to have
- Buy-side experience, preferably on a multi-manager platform.
- Experience with MSCI Barra, Axioma, or in-house equity risk models.
Pay
$120,000 and $150,000 per year (USD, base salary)
Tools
Python, SQL, MSCI Barra, Axioma
Model-written summary · the original posting is authoritative