Morgan Stanley's Institutional Equity Strats Summer Associate Program is an intensive 12-week opportunity for master's and PhD students in quantitative fields to work on complex mathematical and computational finance projects across various trading and research teams.
Primary responsibilities include developing data and analytical decision-making tools, conducting research analysis, creating supporting frameworks and workflows, and implementing valuation and risk management systems across derivatives, delta one, automated market making, and quantitative research teams.
Candidates must be pursuing a Master's or PhD in quantitative fields like Financial Engineering, Mathematics, Physics, Statistics, Computer Science, with strong programming skills in C++, Java, Python, and excellent mathematical academic training. Candidates should have a keen interest in financial markets and the ability to work in an intense, team-oriented environment.
Morgan Stanley offers a comprehensive summer program with week-long introductory training, market knowledge workshops, coding sessions, individual coaching, continuous feedback, and exposure to cutting-edge financial technologies and global trading infrastructure.
