2027 Quantitative Investment Strategies Summer Associate Program (New York)

About the role

Join Morgan Stanley’s 10-week Quantitative Investment Strategies Summer Associate Program in New York. You will develop strategies within a trading room, backtest approaches across asset classes, analyze risks for clients, and support strategy marketing. The program combines classroom and desk training with exposure to derivatives products, experienced professionals, and market-driven work.

Program Structure

• The 10-week program begins with one week of classroom training, followed by nine weeks on the desk.
• Interns receive on-the-job training and exposure to roles, products, and services across the Institutional Equity Division.
• Participants collaborate with experienced professionals on meaningful projects in a fast-paced, client-facing environment.

Responsibilities

• Develop Quantitative Investment Strategies within the trading room.
• Use finance and coding skills to backtest volatility, skew, correlation, trend, and carry strategies.
• Cover different asset classes and produce detailed risk analyses for clients.
• Assist with marketing strategies through performance updates based on market conditions.

Requirements

• Pursue a master’s degree in mathematics, statistics, physics, computer science, engineering, or a related technical area.
• Graduate between December 2027 and spring 2028.
• Apply statistical analysis and derive value from data.
• Solve complex problems requiring deep analytical and quantitative reasoning.
• Be familiar with Python, Q, R, SQL, or VBA.
• Demonstrate strong communication, collaboration, adaptability, learning ability, and work ethic.

Additional Qualifications

• Prior finance or trading knowledge is not required.
• Demonstrate a keen interest in finance and financial markets.