Quant jobs / Morgan Stanley

Vice President – Delta 1 Strat

A strategist on the cash equity and equity financing business who automates quantitative methods for traders. The desk serves hedge fund clients and the strat works on the trading floor.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Analyse market and vendor data to find relationships useful to the desk
Explain trader P&L and analyse trader portfolios
Build data pipelines that merge internal and external sources
Automate recurring quantitative analyses and make them faster

What they ask for

Required

Significant Python or R experience
Direct equity markets experience
Data analysis at scale
Data pipeline construction
Linux and shell scripting
KDB+ or relational database knowledge
Portfolio optimisation

Preferred

Knowledge of equity derivatives products
Engineering degree

Education: Bachelor's or Master's in finance, economics or maths, or equivalent such as CFA or MBA; engineering degree preferred.
Experience: Significant programming and equity market experience; exact years not stated
Languages and tools: Python
R
KDB+/q
SQL
Linux shell
Markets: equities

How to prepare

Build a Python pipeline that combines price, volume and reference data into one clean dataset
Learn basic KDB+/q queries on tick data
Implement a mean-variance portfolio optimiser with constraints
Practise explaining the P&L of a simple portfolio by factor and position

What to study

Apply

Read the full posting on Morgan Stanley’s site before applying: requirements, location and pay can change after we check them.

View the posting on Morgan Stanley’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Morgan Stanley and doesn’t handle applications.