Your Team Responsibilities

MSCI, Inc. seeks Associate, Financial Engineering, Research and Development in Norman, OK to conduct analysis of pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives, securitized products, and portfolio optimization.

Your Key Responsibilities

Perform portfolio-level risk analysis, including Value-at-Risk (VaR) methodologies. Design and automate validation frameworks using state-of-the-art technologies to support scalable and repeatable model validation. Develop and implement validation processes and procedures for industry-adopted financial instruments, statistics, stress tests, and reporting. Build, maintain, and extend independent validation tools to ensure the accuracy and consistency of outputs produced by analytics engines. Analyze and expand regression testing to ensure comprehensive coverage across asset types and analytics metrics. Collaborate closely with Risk Research and Analytics Development teams on a day-to-day basis to review discrepancies between manual and regression results, clarify specifications, and enhance test coverage. Ensure all daily testing processes run smoothly and work with development teams to investigate and resolve issues as they arise. Apply Barra factor models to analyze asset and portfolio risk under both normal market conditions and stress scenarios. Incorporate new factor research into existing models to improve risk attribution and exposure analysis. Produce and review Barra factor reports to assess portfolio exposures and support ongoing model validation and risk analysis efforts.

Your skills and experience that will help you excel

REQUIREMENTS: Master's degree or foreign equivalent in Quantitative Finance or a related field and three (3) years of experience in the job offered or related occupation: Utilizing experience with Matlab, Python, R, C++, and C# to design and develop validation tools for valuation and pricing models, stress testing frameworks, Value-at-Risk (VaR) and Expected Shortfall analysis, risk attribution and factor-based risk analysis, and credit risk and sensitivity analysis including Greeks, duration, and convexity; Working with financial pricing and risk models across asset classes, including Generic Bonds, Equities, Equity Options, FX Forwards, Interest Rate Swaps, Futures, fund and Options, to price instruments and calculate comprehensive risk profiles for both cash and derivative products; Utilizing risk methodologies, including stress testing, historical and Monte Carlo simulations, to evaluate market risk for equities, fixed income instruments, and futures and options derivatives; Utilizing Agile development and testing practices, including Git-based version control systems to manage regression test codebases, automated testing tools, and regular updates of market data; Performing automated testing of analytics engines, including building and maintaining Azure DevOps pipelines to automatically execute large-scale XML-based valuation and risk queries; Working with relational databases and datasets, including using SQL including Oracle and SQL Server to query, analyze, and validate raw database records; understanding data ingestion pipelines and supporting data import/export workflows by connecting datasets to platform servers; Liaising across teams to troubleshoot issues including analyzing discrepancies, evaluating root causes, and continuously extending analytical regression tests to ensure complete and efficient coverage across all supported statistics and asset types. Telecommuting and/or working from home may be permissible pursuant to company policies. When not telecommuting, must report to work site.

QUALIFIED APPLICANTS: Please email resume to [redacted] and indicate job code SY070226WEB. NO CALLS.