Financial Engineer

Msci Inc; Xico; Híbrido; MXN 1,074,000 - 1,612,000; Jornada completa

Descripción de la vacante

A global investment service provider in Mexico seeks a skilled professional to focus on financial model validation. This role involves developing validation tools and conducting risk analyses across various asset classes. Ideal candidates hold a Master’s degree in a quantitative field and possess technical programming skills. The company offers a hybrid work environment and competitive benefits, ensuring employees thrive in a supportive culture.

Servicios

Competitive benefits programs

Employee Assistance Program

Flexible and supportive work environment

Formación

• Master's degree is desired, PhD is a plus.
• Strong technical skills in automated testing.
• Experience in analytics field is a plus.

Responsabilidades

• Develop and extend independent validation tools.
• Conduct portfolio level risk analysis.
• Work on automated validation framework.

Conocimientos

Mathematical optimization

Risk management

Financial mathematics

Programming (Python, R, etc.)

Educación

Master's degree in quantitative field

Herramientas

Python

Matlab

Descripción del empleo

Your team responsibilities

What we will offer you

• At MSCI, we provide competitive benefits programs in every region in which we do business.
• A hybrid work environment, for the vast majority of employees, offering a more progressive way of working to give you the flexibility, accountability, and responsibility to empower you to perform at your very best.
• An inclusive and performance driven culture where you are empowered to maximize your potential in an environment where all individuals are respected and encouraged to bring their authentic selves to work.
• A purposeful approach to Wellbeing to provide you with all the resources you need to be your best at work and in your personal life.

Our Here For You Employee Assistance Program provides confidential emotional support with local experts, financial and legal advice in a wide range of issues as well as access to online information, resources and tools.

All the services are available for our employees free of charge.

Your key responsibilities

• Pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products, portfolio optimization
• Portfolio level risk analysis, VaR methodology
• Automation framework, built with state-of-the-art technologies, for validation of the models
• 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 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

• Master's degree is desired (PhD is a plus) with focus in finance, quantitative finance, financial mathematics, mathematics, physics, statistics or another quantitative field
• Knowledge / strong motivation to learn about financial markets
• Strong technical skills, experiences in automated testing is a plus
• Experiences in analytics field, mathematical optimization, securitized product, risk management or derivatives pricing is a plus
• 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
• Relevant work experience in model validation is a plus
• Experience with a programming language (e.g., Matlab, Python, R, C++, C#)

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 & Allies, MSCI Black Leadership Network, MSCI Women's Leadership Forum, MSCI Women in Tech, MSCI Asian Support Network, MSCI All Abilities, Hola! MSCI Climate Action Network.

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.

Equal Employment Opportunity

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.