Zeeshan Jawaid

About Zeeshan Jawaid

I am an Investment Engineer at Parametric Portfolio Associates (Morgan Stanley Investment Management), where I am responsible for construction, oversight, automation, ESG analysis, and live risk monitoring for proprietary & custom model portfolios, including Factor & Responsible Investing Strategies representing >$4 billion in assets. I leverage Python, C#, R, SQL, IBM\'s CPLEX optimizer, MSCI Barra\'s Equity Factor Risk model, Tableau, and ITG. I have also conducted portfolio optimization & analysis of long/short tax-managed portfolios. I previously completed my Quantitative Research Internship at Parametric/Morgan Stanley as well as my MS at the UW\'s Computational Finance & Risk Management Program where I was the inaugural Parametric Diversity Fellow. During my internship, I conducted researched low carbon equity portfolios, conducting automated backtesting, optimization, risk attribution, risk decomposition, and emissions analysis by integrating C#, R, & Python. I have experience with Portfolio Optimization and valuation methods including BSM, Binomial Lattice, and Monte Carlo Methods. I am passionate about solving problems creatively in mathematical finance and quantitative research.

Experience

1. Associate Investment Engineer

   Morgan Stanley

   Jan 2023 — Present · Seattle, WA, US

   Working as an Associate Investment Engineer at Parametric Portfolio Associates, a subsidiary of Morgan Stanley Investment Management• Oversaw construction & oversight of 21 proprietary & custom model portfolios ($4.1 billion in assets) including Factor & Responsible Investing strategies, leveraging IBM’s CPLEX optimizer & MSCI Barra’s Equity Factor Risk model• Developed Python library that integrates C#, R, & SQL code to automate rebalancing/optimization, risk reporting, & ESG analysis of 40 model portfolios ($10.2 billion in assets) & utilized Tableau & R to create dashboards for live risk monitoring• Met with clients & supplied custom quantitative analyses such as portfolio design, backtesting, & performance attribution• Built Tableau dashboard to monitor performance of 100k client accounts ($357 billion in assets) for Investment Committee• Conducted portfolio optimization & analysis of long/short tax-managed portfolios in ITG• Led study with MIT Finance Lab modeling Climate Action 100+ collective engagement’s impact on company emissions• Guided Girls Who Invest intern project on the effects of recessions on tax-managed portfolios & taught data analysis skills• Served on DEI committee mentoring & teaching quantitative skills to diverse cohort of interns & new Parametric fellows

Education

• Arizona State University

  Bachelor's degree, Computational Mathematics

  2016 — 2020

• University of Washington

  Master of Science - MS, Computational Finance and Risk Management