Senior Associate, Financial Engineer

Your Team Responsibilities

• MSCI, Inc. seeks Senior Associate, Financial Engineer in Norman, OK, to conduct analysis of pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products, and portfolio optimizations.

Your Key Responsibilities

• Conduct portfolio level risk analysis and VaR methodology. Automate frameworks, built with state-of-the-art technologies for validation of the models. Develop and implement validation processes and procedures for industry adopted financial instruments, statistics, stress tests and reporting. 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. Collaborate with the Risk 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 team.

Your skills and experience that will help you excel

• REQUIREMENTS: Master's degree or foreign equivalent in Quantitative Finance, or a related field, and three (3) years of experience in the job offered or in a related occupation: working with financial models including Generic Bond, Tender Option Bond Inverse Floater, Equity Option and FX Forward, and methodologies including Stress Testing and Simulations, to price and calculate risk profiles for equities, fixed incomes, and futures and options derivatives; utilizing computer science languages including Python and Matlab to implement independent validation tools regarding valuation models, stress tests, Value-at-Risk analysis, risk attributions, credit risk analysis and sensitivity analysis; utilizing Agile management tools including GIT for version control of regression tests and automated testing tools; providing client support in risk analytics domain including investigating and identifying root causes behind extreme risk evaluations and providing replication guidance for financial models; performing automated testing including building Azure pipeline to automatically execute XML queries; resolving problems with the assistance of research and development team, evaluating and extending the analytical regression tests in a regular basis, ensuring a complete and efficient coverage for all statistics and asset types produced by analytical engines; applying factor-based risk models, including Barra-style factor frameworks, to analyze asset and portfolio risk under both normal market conditions and stress scenarios, and to support risk attribution and exposure analysis; leveraging AI-assisted development and analysis tools including Cursor to improve efficiency in analyzing analytics results, pricing behavior, risk metrics, and regression test outcomes, including investigating unexplained crashes and spikes in results; working with relational databases and datasets, including using Oracle and SQL Server to query, analyze, and validate raw database records including understanding data ingestion pipelines, supporting data import/export workflows by connecting datasets to platform servers and verifying that data is correctly processed and displayed in the user interface. Telecommuting and/or working from home may be permissible pursuant to company policies.

QUALIFIED APPLICANTS: Please e-mail your resume to: Marie.Stech@msci.com. Ref: AL060426WEB. NO CALLS.EOE.

About MSCI

What we offer you

• Salary range: $94,000 - $122,000 / year plus eligible for annual bonus
• 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, AI Learning Center , 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 vision – to power better 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 strengthens global markets by connecting participants across the financial ecosystem with a common language. Our research-based data, analytics and indexes, supported by advanced technology, set standards for global investors and help our clients understand risks and opportunities so they can make better decisions and unlock innovation. We serve asset managers and owners, private-market sponsors and investors, hedge funds, wealth managers, banks, insurers and corporates.
• 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.

Note on recruitment scams

• We are aware of recruitment scams where fraudsters impersonating MSCI personnel may try and elicit personal information from job seekers. Read our full note on careers.msci.com