Quantitative Analyst

2 weeks ago

Norman, Oklahoma, United States MSCI Full time
Team Responsibilities

The Financial Engineering Division is tasked with the creation and execution of validation methodologies and protocols for widely accepted financial instrument valuation, statistical analysis, stress testing, reporting, and portfolio development. Our objective is to deliver unparalleled quality and the quickest market readiness for financial offerings. This role is at the intersection of finance and technology. As a vital contributor to this division, the selected candidate will be directly accountable for maintaining the superior quality and sophistication of MSCI's market-leading analytics. Team members engage with intricate challenges that necessitate thorough analysis to identify root causes and contributing factors. The ideal candidate must possess a keen attention to detail and the ability to manage multiple assignments independently and efficiently.

What We Provide
  • Compensation range: $92,000 - $120,000 annually, with eligibility for a yearly bonus.
  • At MSCI, we are driven by our mission to enhance investment decisions. You will join a network of innovative, inquisitive, and entrepreneurial professionals. This environment encourages you to push boundaries, set new benchmarks, and exceed expectations for yourself, our clients, and the industry.
  • Regardless of your location, you will have access to benefits that support your health and financial well-being. While these may differ by region, we offer a comprehensive array of benefits that contribute to your overall value as an MSCI employee.
  • Our flexible working arrangements will enable you to reach your full potential, empowering you with trust, accountability, and cutting-edge technology to excel.
  • We prioritize a holistic approach to well-being, providing resources to help you thrive both professionally and personally. Our 'Here For You' Employee Assistance Program offers global support, including confidential emotional assistance, financial, and legal advice at no cost.
Key Responsibilities

The candidate will engage daily with the following areas:
  • Valuation and risk assessment models for complex derivatives, fixed income assets, credit derivatives, and securitized products, as well as portfolio optimization.
  • Risk analysis at the portfolio level, including Value at Risk (VaR) methodologies.
  • Development of an automation framework utilizing advanced technologies for model validation.
Daily responsibilities will also encompass:
  • Creating and enhancing independent validation tools to ensure the accuracy of all outputs generated by our analytics engines.
  • Evaluating and expanding analytics regression tests to guarantee comprehensive and efficient coverage of all analytics engine statistics and asset classes.
  • Collaborating with Research and Analytics Development teams to assess manual and regression test discrepancies, verify requirements, and broaden test case coverage.
  • Ensuring the successful completion of all daily testing processes and resolving issues with support from research and development teams.
Skills and Experience for Success
  • A Master's degree is preferred (PhD is advantageous) in finance, quantitative finance, financial mathematics, mathematics, physics, statistics, or a related quantitative discipline.
  • A strong desire to deepen knowledge of financial markets.
  • Proficient technical skills and experience with programming languages (e.g., Matlab, Python, R, C++, C#); experience in automated testing is a plus.
  • Background in analytics, mathematical optimization, securitized products, risk management, or derivatives pricing is beneficial.
  • Excellent written and verbal communication skills in English.
  • Interest in working within a finance-technology integrated environment.
  • A strong sense of ownership over projects.
  • A willingness to collaborate in a global team setting.
Support and Development
  • Our culture of high performance and innovation thrives on knowledge sharing and mutual support. You will be part of a collaborative, global network of talented colleagues who will inspire you to achieve your best work.
  • We believe that new and challenging experiences foster personal growth and innovation. With the right challenges, encouragement, and development support, you can shape your career path. We promote internal mobility to help you discover new opportunities for advancement.
  • As a new employee, you will participate in our Global Orientation interactive learning experience to set you up for success.
  • Our tailored learning opportunities will allow you to acquire necessary skills at your own pace, selecting from courses and certifications that best suit your needs. Our Learning platform, along with access to LinkedIn Learning Pro, will provide all the resources required for your professional growth.
  • At MSCI, we are committed to fostering an inclusive environment where all voices are respected, ensuring that everyone can be themselves and feel integrated into the company. We actively promote fair treatment and equal opportunities for success.
  • We have established eight MSCI 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.
About MSCI

MSCI is a premier provider of essential decision support tools and services for the global investment community. With over 50 years of expertise in research, data, and technology, we empower better investment decisions by enabling clients to comprehend and analyze key risk and return drivers, confidently constructing more effective portfolios. We develop industry-leading research-enhanced solutions that clients utilize to gain insights and improve transparency throughout the investment process.