Investment Portfolio Performance Analysis - Sr Associate

Morgan Stanley
New York, USA
Jun 05, 2021
Jun 19, 2021
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Morgan Stanley Investment Management

Position: Investment Portfolio Performance Analysis - Sr Associate

The Global Portfolio Analysis and Reporting (GPAR) Team is responsible for portfolio analytics for both internal and external clients. Activities covered by the team include return attribution, ex-post risk analytics, portfolio characteristics, competitive analysis.

GPAR is seeking a highly motivated individual to join our NYC team. This individual will be responsible for providing both standard and ad hoc analytics and reporting, with a focus on performance analysis for equity portfolios and competitive analysis reporting. Additional areas of coverage might be assigned (portfolio characteristics, multi asset and / or fixed income analytics). The individual should have a willingness and interest in continually expanding one's knowledge of the investment process, finance/economics, and applied investment analytical skills. The group has a strong, team-based orientation, yet relies upon its members to take responsibility and ownership of their coverage responsibilities and client base. Thorough professionalism in all technical and non-technical aspects of the position is required.


Key Responsibilities:
  • Provide performance attribution / contribution / characteristics reporting for assigned areas of product coverage, with an emphasis on equity strategies.
  • Respond to ad hoc attribution/contribution requests; perform custom analysis and detailed examination of calculations and output.
  • Conduct peer analysis by leveraging Morningstar and Lipper data
  • Play an active role in ensuring and improving data integrity/quality.
  • Significant one to one interaction with investment team members, product specialists, client service administrators, and other investment professionals on a variety of issues relating to investment performance and the decomposition of returns.
  • Collaborate with the Information technology and Project management teams to re-engineer processes and increase effectiveness of existing reporting.
  • Candidate should also be capable of writing interpretive commentary to the reports being produced; presenting reports and interpretations to senior management; and designing new reports that influence the executive decision-making process at MSIM.

  • Bachelor's Degree in Accounting, Finance, Economics or a quantitative field. Master's degree is preferred.
  • 5-10 years of relevant experience.
  • Working knowledge of traditional asset management investments (cash equities, fixed income, FX forwards and other derivatives).
  • In depth understanding of various attribution models theory and practice.
  • CIPM and/ or CFA designation or willingness to work towards it.
  • Experience in using FactSet, Blackrock Aladdin, Bloomberg, and other performance attribution vendor systems is preferred . Additional proprietary tools are also used.
  • Strong quantitative, analytical and problem-solving skills along with a high attention to detail.
  • Advanced knowledge of Excel, including designing, creating and maintaining complex spreadsheets, queries, reports and charts.
  • Working knowledge of data visualization tools (Tableau)
  • Programming knowledge and experience desired (VBA, Python, SQL).
  • Excellent verbal and written communications skills.
  • Strong individual initiative with the ability to take a proactive approach to assigned projects and new team initiatives.
  • Ability to think strategically and build on system capabilities.
  • Able to maintain a high level of confidentiality.

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