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Researcher
MSCI
Berkeley, CA, 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/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