Senior Associate, Technology

Your Team Responsibilities

MSCI, Inc. seeks Senior Associate, Technology in New York, NY to review research documents, conduct independent research, maintain and develop memory efficient aggregation rules on different risk measures such as Value-at-Risk and duration times spread.

Your Key Responsibilities

Utilize JAVA to implement general aggregation rules and test cases for them. Collaborate with development teams, develop test plans, verify analytical correctness, provide independent validation on risk analytics results. Utilize computer science knowledge to perform time complexity and space complexity analysis. Provide analytical support to Aggregation Service users. Utilize MDX queries to complete report customization for clients. Help troubleshoot analytical issues from clients directly or other internal teams. Apply financial math knowledge related to credit risk on answering Credit Manager related clients’ questions. Work with data team on analyzing data change impact on Credit Manager client. Migrate complex MDX queries to json schema to improve performance of report generation. Translate research documents into plain language and work with developers on implementation of the documents. Implement post-processors through JAVA to handle new requests from clients. Document analytics coverage, unique features and gap to other products.

 

SALARY & WORK SCHEDULE: $114,239 to $114,239/year, 40 hrs/wk

Your skills and experience that will help you excel

REQUIREMENTS: Master’s degree or foreign equivalent in Financial Mathematics or a related field and three (3) years of experience in the job offered or related occupation: modeling financial instruments utilizing MatLab, C++, Perl, and Excel VBA; analyzing and developing software to meet client needs; working with complex financial models; writing validation tools for financial algorithms, including equity, fixed income, interest rate, derivatives; developing FX instrument valuation models; utilizing experience with risk attribution; performing stress testing and sensitivity analysis; working with Value-At-Risk methodology; and working with credit derivatives and credit risk analysis. Telecommuting and/or working from home may be permissible pursuant to company policies.

 

 

QUALIFIED APPLICANTS: Please e-mail your resume to: marie.stech@msci.com Ref: XY0422WEB. 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, disab