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Sell-side · Investment bank, Strats / Quantitative Analytics · New York City
Solid fundamentals, probability, regression, and clean coding, with tight, structured behavioral answers expected.
Morgan Stanley's Strats and Quantitative Analytics groups cover derivatives pricing, desk analytics, modeling, and risk. Depth scales with the specific desk.
Screening is reported as somewhat lighter than the top prop shops but comparable to GS Strats / JPM QR for on-desk roles.
Roles they hire
Strat / Markets Quant · Quantitative Analytics · Model Risk · Quant Developer
Interview processas publicly reported
- 1
Recruiter screen
Background and fit.
- 2
Technical rounds
Two-to-three ~30–45 min interviews mixing coding, team-specific technical, and behavioral.
- 3
Final round
With hiring managers; overall timeline reported ~6 weeks.
What they test
Prep tips
- ▸Solidify probability, regression, and statistics fundamentals plus clean coding.
- ▸Keep behavioral answers tight and structured (STAR).
India recruiting
Mumbai and Bengaluru are major hubs (10,000+ employees across divisions), including quant/model-risk and C++ developer roles. The quant/Strats function is smaller relative to bank size than GS/JPM.
Sources
Interview processes change and vary by role, office, and year. This guide reflects publicly reported experiences and is not affiliated with Morgan Stanley.