Securitized Products Modeler - New York, NY
MSCI is looking for an outstanding individual to join its Research Team in the Securitized Products area. The team researches, builds, implements, maintains and evaluates quantitative collateral models of securitized products (MBS, RMBS, CMBS, ABS, CLO, etc.), with application to a diverse set of portfolio and risk management problems.
To be a successful candidate, you will need to combine financial engineering, empirical analysis, statistical testing and common sense to calculate risk analytics for the modeled instruments.
This opportunity offers a unique chance to gain a deep understanding of the dynamics of the global financial markets. You will interact with the clients of MSCI to gain a better understanding of their needs and to explain the fundamentals of the collateral and risk models.
- Research, improve, and build Securitized Products models - Prepayment, credit models
- Manage internal and external clients on troubleshooting, special requests, before and after sales research supports
- Work with other teams to delivery models to clients
- Self-starter, be able to get a job done from start to finish
Desired experience and qualifications:
- With at least 2 years of experience in mortgage modeling and analytics.
- Strong quantitative and problem solving skills
- Experience with C++ is a must; Matlab, python, Excel/VBA, SQL, linear algebra, statistics and econometrics are also valuable
- The ideal candidate is a highly motivated individual with strong quantitative, programming and problem solving skills with at least 2 years of experience in mortgage modeling and analytics. Critical thinking, curiosity and excellent communication skills are essential.
- Critical thinking, curiosity and excellent communication skills are essential.
- Ability to work independently and as part of a team.
- Time management skills including the ability to handle multiple projects.
- Master or advanced degree in finance, economics, physics, financial engineering, mathematics, statistics, operations research, or another quantitative discipline.
Due to the great number of applications we receive for each of our open vacancies, we are unable to respond on an individual basis.
To all recruitment agencies: MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes.
MSCI Inc. is an equal opportunity employer committed to diversifying its workforce. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, gender, gender identity, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy (including unlawful discrimination on the basis of a legally protected pregnancy/maternity leave), veteran status, or any other characteristic protected by law.
Our office is located in the Goregaon suburb of Mumbai, the capital city of the Indian state of Maharashtra. The office is primarily technology and data services but has representation from all groups.
The New York office is MSCI's Global Headquarters, the second largest office after Mumbai. It is located in downtown Manhattan, next to the World Trade Center memorial site. The office is also home to our CEO and several of our Executive Committee members.
The London office is located in the historic Spitalfields market area of East London, between the City of London and Shoreditch. It is our third largest office after Mumbai and New York.