Vacancy Description
The Fixed Income and Multi-Asset Class Factors Research team is responsible for building, maintaining, and supporting quantitative risk, factor, and pricing models at MSCI.
- Building factor models using proprietary data
- Keeping up with research innovations in quantitative finance
- Writing production-level code
- Evaluating statistical models
- Presenting complex models and methods to a broad range of audiences
- M.S. or advanced degree in Finance, Operations Research, Engineering, Science, Computer Science or other quantitative discipline
- Advanced English skills, able to maintain business conversations
- Optimization
- Econometrics
- Software engineering
- Data analysis
- Applied math/machine learning
- Knowledge of finance is preferred but not required
What we offer you
- Transparent compensation schemes and comprehensive emp...
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