Morgan Stanley & Co. LLC seeks an Executive Director in New York, New York

　　Build analytics and strategies across Portfolio Trading, Cash and ETF desks of Delta One Strategies group. Conduct analyses of the data sets by utilizing multiple statistical and machine leaning/AI techniques. Build extendable framework using various programming languages such as kdb/Q, Python and Java/C++. Run back tests to analyze the viability of the strategies, including sharpe ratios and drawdown analysis. Collect various data sets, including trades and quotes, historical prices and product reference data. Perform risk management of the portfolio using risk models, optimization and signals. Coordinate and analyze datasets from various clients/internal desks and improve execution and costs.

　　Salary: Expected base pay rates for the role will be between $300,000 and $300,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.

　　QUALIFICATIONS

　　Requirements:

　　Requires a Master's degree in Computational Finance, Statistics, or a related field of study and two (2) years of experience in the position offered or two (2) years as an Associate, Analyst, or a related occupation. Requires two (2) years of experience with: Performing detailed analysis of datasets including tick level market data for pricing and risk management; Time series analysis; Database methods including kdb database and programming in Q; Java; Git; Unix; Building and evaluating data sets and Event analysis.

　　Qualified Applicants:

　　To apply, visit us at https://ms.taleo.net/careersection/2/jobsearch.ftl?lang=en Scroll down and enter 3221245 as the "Job Number" and click "Search jobs." No calls please. EOE