Quantitative Research - Financial Engineering

Your Team Responsibilities

The Financial Engineering Team is responsible for developing and implementing the validation processes and procedures for industry adopted financial instrument pricing, statistics, stress tests, reporting and portfolio construction. Our goal is to ensure the highest-level quality and the fastest time to market in the industry for financial products. This is an exciting role that lies on the cusp of finance and technology. As a key member of this team, the candidate will have direct responsibilities for ensuring that MSCI market-leading analytics continue to provide clients exceptional analytics quality and sophistication. The members of the Financial Engineering team work on complex issues where analysis is required to determine the root source of problems and associated factors. The job offers a unique opportunity to gain a deep understanding of financial risk management and mathematical optimization in the framework of portfolio construction. The candidate must be detail-oriented and capable to coordinate multi-task assignments in a timely and independent fashion.

Your Key Responsibilities

• Support implementation of new features for MSCI’s Risk and Portfolio optimization solutions

• Pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products, portfolio optimization

• Portfolio level risk analysis, VaR methodology

• Automation framework, built with state-of-the-art technologies, for validation of the models

• The candidate will also have responsibilities on a daily basis to a range of areas:

• Develop and extend independent validation tools which are used to ensure accuracy for all numbers produced by our analytics engines

• Analyze and extend the analytics regression tests to ensure the complete and efficient coverage for all analytics engine statistics and asset types

• Work with the Research and Analytics Development teams to evaluate manual and regression test differences, check requirements and extend test case coverage

• Ensure that all daily test processes are completed successfully and resolve problems with the assistance of the research and development teams

Your skills and experience that will help you excel

• Bachelor's or master's degree with focus in finance, quantitative finance, financial mathematics, mathematics, physics, statistics, operations research, or another quantitative field is a plus
• 3-5 years of experience (finance field or related)

• Ability to work both independently and as part of a team

• Strong motivation to learn about financial markets

• Strong technical skills, experiences in automated testing is a plus

• Strong quantitative, programming and problem-solving skills

• Experiences in analytics field, mathematical optimization, securitized product, risk management or derivatives pricing is a plus

• Strong written and oral proficiency in English

• Interest working in an environment that combines finance and technology

• Strong sense of ownership with projects

• Willing to work in a global team environment

• Relevant work experience in model validation is a plus

• Experience with a programming language (e.g. Matlab, Python, R, C++, C#)

About MSCI

What we offer you

• Transparent compensation schemes and comprehensive employee benefits, tailored to your location, ensuring your financial security, health, and overall wellbeing.

• Flexible working arrangements, advanced technology, and collaborative workspaces.

• A culture of high performance and innovation where we experiment with new ideas and take responsibility for achieving results.

• A global network of talented colleagues, who inspire, support, and share their expertise to innovate and deliver for our clients.

• Global Orientation program to kickstart your journey, followed by access to our Learning@MSCI platform, LinkedIn Learning Pro and tailored learning opportunities for ongoing skills development.

• Multi-directional career paths that offer professional growth and development through new challenges, internal mobility and expanded roles.

• We actively nurture an environment that builds a sense of inclusion belonging and connection, including eight Employee Resource Groups. All Abilities, Asian Support Network, Black Leadership Network, Climate Action Network, Hola! MSCI, Pride & Allies, Women in Tech, and Women’s Leadership Forum.

At MSCI we are passionate about what we do, and we are inspired by our purpose – to power better investment decisions. You’ll be part of an industry-leading network of creative, curious, and entrepreneurial pioneers. This is a space where you can challenge yourself, set new standards and perform beyond expectations for yourself, our clients, and our industry.

MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data, and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions that clients use to gain insight into and improve transparency across the investment process.

MSCI Inc. is an equal opportunity employer. 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 parental leave), veteran status, or any other characteristic protected by law. MSCI is also committed to working with and providing reasonable accommodations to individuals with disabilities. If you are an individual with a disability and would like to request a reasonable accommodation for any part of the application process, please email Disability.Assistance@msci.com and indicate the specifics of the assistance needed. Please note, this e-mail is intended only for individuals who are requesting a reasonable workplace accommodation; it is not intended for other inquiries.

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.

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