Your team responsibilities

The Securitized Product Financial Engineering Team is responsible for developing and implementing the validation processes and procedures for industry adopted Securitized Product instruments, statistics, stress tests and reporting. 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 work on complex issues where analysis is required to determine the root source of problems and associated factors. The candidate must be detail-oriented and capable to coordinate multi-task assignments in a timely and independent fashion.

What we will offer you:

• At MSCI, we provide competitive benefits programs in every region in which we do business. While our benefits plans vary in availability in our different locations, we offer a broad range of benefits that are part of the value you receive as a MSCI employee. Wherever you are with us, you will find benefits that can help ensure your health and well-being and contribute to your financial security.

Your key responsibilities

The candidate will have opportunity to work on innovative financial models, for pricing as well as risk management, utilizing the latest technologies. The candidate will learn about our clients' needs and validate the quantitative models that fulfill those needs. The members of our team have opportunities to contribute in a broad set of roles including: studying functional, non-functional and analytic specifications, developing test plans and test cases, verifying formulas and implementing and using automated test tools.

The candidate will be exposed on a daily basis to the following topics. Knowledge of these areas is not required, however a strong motivation to learn is a must.

• Pricing and risk models for securitized products, fixed income asset classes, credit derivatives.
• 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 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 teams

Your skills and experience that will help you excel

• Strong motivation to learn about financial markets
• Outstanding advanced mathematical and quantitative skills
• 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
• Desired Experience
• Relevant work experience in model validation
• Experience with a programming language (e.g. Python, Matlab, C++)
• Desired Qualifications
• Master's degree or PhD with focus in finance, quantitative finance, financial mathematics, mathematics, physics, statistics or another quantitative field

How we'll support you

• Coaching, support and encouragement from experts in your team
• Access to a wide range of learning opportunities to support your growth and development
• Customizable learning journeys to help you navigate your professional development
• Transparent performance-based compensation schemes
• Employee Resource Groups: MSCI Pride, Black Leadership Network, Women's Leadership Forum, Women in Tech, Asian Support Network, All Abilities, Hola! MSCI and Climate Action Group.

About MSCI and our teams

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.

Our values define the working environment we strive to create. We are inclusive, we champion bold ideas, we always pursue excellence, and always act with integrity. Personal accountability and responsibility are key to success, and we always work as a team to remain client centric.

At MSCI diversity is at our core and inclusion defines our culture. Our people are empowered to maximize their potential in an environment where all individuals are respected and encouraged to bring their authentic selves to work. We work, learn and grow together and we are committed to hiring and promoting qualified women, ethnic minorities and members of the LGBT+ community candidates, who have historically been underrepresented in financial services.

To learn more about life at MSCI please visit https://careers.msci.com or follow us on LinkedIn, Twitter, Glassdoor.

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 Response to COVID-19

To help protect our colleagues, MSCI requires that new hires are fully vaccinated (meaning two weeks have elapsed since the final vaccine shot) as a condition of employment and will require proof of vaccination.