Quantitative Researcher - Credit

MSCI Inc; New York (NY); On-site; USD 173,000 - 225,000; Full time

Job summary

Join a forward-thinking company where you can leverage your quantitative modelling expertise to drive innovative investment solutions. In this dynamic role, you'll collaborate with senior leaders to expand research initiatives in fixed income investing, focusing on both public and private markets. With a commitment to a rigorous scientific approach, you'll design and test advanced investment models while contributing to the development of automated tools for analytics. This is an exciting opportunity to be part of a global network of talented professionals dedicated to powering better investment decisions through creativity and collaboration.

Benefits

Flexible working arrangements

Comprehensive employee benefits

Advanced technology

Collaborative workspaces

Global Orientation program

Access to LinkedIn Learning Pro

Multi-directional career paths

Employee Resource Groups

Qualifications

• 5-10 years in quantitative modelling, focusing on credit and portfolio construction.
• Strong programming expertise in Python and proficiency in SQL.

Responsibilities

• Develop and execute key initiatives in fixed income investing research.
• Conduct research using advanced quantitative models and trading strategies.
• Collaborate with investment practitioners to define analytics vision.

Skills

Quantitative Modelling

Data Analysis

Python Programming

SQL Proficiency

AI and Machine Learning

Education

Degree in Statistics

Degree in Mathematics

Degree in Computer Science

Degree in Finance

Job description

The Fixed Income Investing & Securitised Products Research team focuses on understanding and articulating the workflow and technical product needs of our fixed income clients across various market segments. Our in-depth understanding of client requirements stems from a commitment to engaging with them directly, listening attentively, and offering insights grounded in expertise. The Fixed Income Investing division, in particular, addresses the investment challenges faced by institutional market participants in constructing and managing credit and rate portfolios across both public and private markets.

Our key responsibilities include developing proofs-of-concept, integrating innovative prototypes into the OneMSCI Product Lifecycle, assessing suitability for purpose, and producing impactful applied research based on our investment solutions and tools. The team collaborates closely with investment practitioners across the industry—such as asset managers, hedge funds, banks, and asset owners—and works hand in hand with product management to define the vision and strategy for the analytics business.

Key Responsibilities

• Collaborate closely with senior leaders to develop, prioritise, and execute key initiatives within fixed income investing research.
• Support ongoing efforts to expand into new asset classes, particularly in private and public credit markets.
• Take a leading role in research related to the investment process in public markets, covering areas such as alpha idea generation, statistical analysis, model implementation, portfolio construction, execution, and trade analysis.
• Play a pivotal role in research on the investment process in private markets, including strategy assessment and selection, statistical analysis, portfolio construction, fund evaluation, and risk assessment across both private and public portfolios.
• Employ a rigorous scientific approach to design and test advanced quantitative investment models and trading strategies.
• Conduct research using state-of-the-art methodologies that integrate financial and economic theory with modern data science and AI techniques.
• Contribute to the development and improvement of automated tools and systems for analytics and reporting.

Minimum Requirements

• Genuine enthusiasm for understanding markets through quantitative investment tools.
• Independent thinking with a creative approach to data analysis and the ability to clearly communicate complex ideas to foster collaboration.
• 5–10 years of experience in quantitative modelling, particularly focusing on single-name credit, credit portfolio construction, Debt capital market, or cash credit pricing.
• A degree in a technical or quantitative field such as statistics, mathematics, physics, electrical engineering, computer science, applied economics, or finance (all levels considered, from bachelor's to doctorate).
• Strong programming expertise in Python, proficiency in SQL, and familiarity with AI and machine learning techniques (preferred).

What We Offer You

• Salary range: $173,000 - $225,000 /year plus eligible for annual bonus.
• Transparent compensation schemes and comprehensive employee benefits, tailored to your location, ensuring your financial security, health, and overall wellbeing.
• Flexible working arrangements, advanced technology, and collaborative workspaces.
• A culture of high performance and innovation where we experiment with new ideas and take responsibility for achieving results.
• A global network of talented colleagues, who inspire, support, and share their expertise to innovate and deliver for our clients.
• Global Orientation program to kickstart your journey, followed by access to our Learning@MSCI platform, LinkedIn Learning Pro and tailored learning opportunities for ongoing skills development.
• Multi-directional career paths that offer professional growth and development through new challenges, internal mobility and expanded roles.
• We actively nurture an environment that builds a sense of inclusion belonging and connection, including eight 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.

At MSCI we are passionate about what we do, and we are inspired by our purpose – to power better investment decisions. You’ll be part of an industry-leading network of creative, curious, and entrepreneurial pioneers. This is a space where you can challenge yourself, set new standards and perform beyond expectations for yourself, our clients, and our industry.

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.