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Researcher
MSCI
New York, NY, United States
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Position Overview:
MSCI is looking for an exceptional individual to join the Equity Risk Modeling Research Team, which is responsible for designing and developing portfolio analytics, including equity risk models. We seek a quantitative researcher who has an established and proven research track-record to help craft and implement risk model research agenda.
The successful candidate is a highly motivated individual with strong quantitative and problem solving skills as well as a deep interest in empirical research. Critical thinking, curiosity and excellent communication skills are essential.
Scope of Responsibility:
• Build expertise in Barra fundamental equity risk models
• Assume responsibility for full model research cycle from envisioning to implementation, evaluation, and support
• Study global and regional equity markets and quantitative investment strategies
• Identify sources of risk and return in equity markets
• Drive innovation in risk model methodology research
• Perform extensive back-testing of existing and new risk models and investment strategies
• Present research results internally and externally
• Contribute to development of equity research modeling platform code base
• Follow and promote good coding practices
Specific Knowledge and skills:
• Strong working knowledge of linear algebra and statistics
• Excellent computer programming skills
• Self-reliance, ability to work independently with minimal supervision
• Critical thinking, curiosity and good communication skills
Desired Experience:
• Experience designing, implementing and testing quantitative models
• Experience with Matlab or analogs, SQL, object-oriented programming
• Familiarity with financial data, interest in and understanding of equity markets
Desired Qualifications:
• Ph.D. or advanced degree in Finance, Operations Research, Engineering, Physics, Computer Science or another quantitative discipline
Due to the great number of applications we receive for each of our open vacancies, we are unable to respond on an individual basis.