2023 Institutional Equity Division - Quantitative and Investment Strategies Strats Spring/Fall Intern Program (Mumbai)
Morgan Stanley - Institutional Equities Division
Role : QIS Strats (Intern)
Location: Mumbai
About Us: Morgan Stanley is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.
At Morgan Stanley India, we are shaping the future of our global business and contributing to our local community. Our team works across numerous areas, including Technology, Mathematical Modeling, Finance, Risk Management, Operations and Data & Analytics.
Morgan Stanley is an equal opportunities employer. We work to provide a supportive and inclusive environment where all individuals can maximize their full potential. Our skilled and creative workforce is comprised of individuals drawn from a broad cross section of the global communities in which we operate and who reflect a variety of backgrounds, talents, perspectives and experiences. Our strong commitment to a culture of inclusion is evident through our constant focus on recruiting, developing and advancing individuals based on their skills and talents.
For further information please visit: www.morganstanley.com/campus
Placement and Duration
The internship is a 6 month program designed as an opportunity to learn more about the important role that IED plays within Morgan Stanley. This structured internship is designed to give you insight into the exotics trading desk within IED and an opportunity to develop and master the analytical, quantitative and interpersonal skills needed to develop an exciting and rewarding career.
RESPONSIBILITIES
- Automating the line-up comparison based on logging
- Extraction of information from backtest xmls, prod xmls or Havana docs, to present in a single readable and customizable form
- Build data dependency trees of indexes together with database queries associated
- Bottom up calculation of trading calendars (and the scrubbing of trading calendars)
- Basket backtest with assumptions on underlying backfills (which are often done in a manual manner)
- Basket asset exposure explanation/classification
QUALIFICATIONS/SKILLS/REQUIREMENTS
- You are pursuing an undergraduate or Master’s degree in your penultimate year of study.
- Computer Science, Mathematics/Engineering related studies preferred.
- Strong coding skills – Python, C++, Java (mandatory) and KDB (preferred, but not mandatory).
- A genuine interest and understanding of the financial markets.
- Fluency in English and strong oral/written communication skills are required.
- Candidates should be analytical, insightful, quick learners, team players, multi-taskers, with a positive attitude.
This Program is closed to applications.