Job 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 employee...

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