Associate, Financial Engineering, Research and Development

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.

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.

REQUIREMENTS: Masters 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 and indicate job code SY070226WEB. NO .

What we offer you

• Salary range: $84000 - $109000 / 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 platform AI Learning Center 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 Womens Leadership Forum.

At MSCI we are passionate about what we do and we are inspired by our vision to power better decisions. Youll 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 strengthens global markets by connecting participants across the financial ecosystem with a common language. Our research-based data analytics and indexes supported by advanced technology set standards for global investors and help our clients understand risks and opportunities so they can make better decisions and unlock innovation. We serve asset managers and owners private-market sponsors and investors hedge funds wealth managers banks insurers and corporates.

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 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.

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