Senior Associate, Research

MSCI; New York (NY); On-site; USD 113,000; Full time

Job summary

MSCI, a leading provider of decision support tools, is seeking a Senior Associate, Research in New York. The role involves researching and implementing various financial models, analyzing risk, and supporting portfolio optimization solutions. Ideal candidates will have a Master’s degree and experience in programming and securitized products.

Benefits

Transparent compensation schemes

Flexible working arrangements

Access to Learning@MSCI platform

Multi-directional career paths

Qualifications

• Master’s degree or foreign equivalent in Financial Engineering, Mathematics, Physics, or related field.
• Two years of experience in securitized products and programming with Python.
• Experience with SQL, Oracle, and risk analytics.

Responsibilities

• Research and implement PCAF model for RMBS, CMBS, TBA, and MBS Index.
• Analyze pricing and risk models for securitized products.
• Develop automation framework for model validation.

Skills

Python

SQL

Oracle

Risk platform analytics

Factor modeling

Carbon emission modeling

JIRA

Education

Master’s degree in Financial Engineering, Mathematics, or Physics

Job description

Your Team Responsibilities

MSCI, Inc. seeks Senior Associate, Research in New York, NY to research and implement PCAF (Partnership for Carbon Accounting Financials) model for RMBS, CMBS, TBA and MBS Index. Research and implement Securitized Products Factor Model for RMBS, CMBS and ABS. Research and implement Physical Risk Model for RMBS and CMBS.

Your Key Responsibilities

Research and maintain ABS models. Publish research blogs, papers and documentations. Support implementation of new features for MSCI’s Risk and Portfolio optimization solutions. Analyze pricing and risk models for securitized products, portfolio optimization. Conduct portfolio level risk analysis and VaR methodology. Develop 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. Conducted ad-hoc analysis to address client questions. Work with development team on salesforce cases.

SALARY & WORK SCHEDULE: $112,500 to $112,500/year, 40 hrs/wk

Your skills and experience that will help you excel

REQUIREMENTS: Master’s degree or foreign equivalent in Financial Engineering, Mathematics, Physics, or a related field and two (2) years of experience in the job offered or related occupation: working in securitized products; programming with Python and maintain python environments; working with database languages including SQL and Oracle; working in risk platform analytics and solutions, including testing and tool development; utilizing experience in factor modeling; performing carbon emission modeling of financial products; utilizing experience with JIRA system and participating in project management including scrum master; and creating papers and blogs and delivering presentations and webinars. Telecommuting and/or working from home may be permissible pursuant to company policies.

QUALIFIED APPLICANTS: Please e-mail your resume to: [e-mail] Ref: SS0423-WEB. NO CALLS.EOE.

About MSCI

What we offer you

• 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.

MSCI Inc. is an equal opportunity employer. It is the policy of the firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, gender, gender identity, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy (including unlawful discrimination on the basis of a legally protected parental leave), veteran status, or any other characteristic protected by law. MSCI is also committed to working with and providing reasonable accommodations to individuals with disabilities. If you are an individual with a disability and would like to request a reasonable accommodation for any part of the application process, please email [e-mail] and indicate the specifics of the assistance needed. Please note, this e-mail is intended only for individuals who are requesting a reasonable workplace accommodation; it is not intended for other inquiries.

To all recruitment agencies

MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location, or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes.

Note on recruitment scams

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