Portfolio Optimization Expert
hace 5 días
We are seeking a highly skilled Portfolio Optimization Expert to join our Financial Engineering Team at MSCI Inc. As a key member of this team, you will be responsible for developing and implementing validation processes and procedures for industry-adopted financial instrument pricing, statistics, stress tests, reporting, and portfolio construction.
Main Responsibilities- PRICE AND RISK MODEL EXOTIC DERIVATIVES, fixed income asset classes, credit derivatives, and securitized products, as well as portfolio optimization.
- CONDUCT PORTFOLIO LEVEL RISK ANALYSIS using VaR methodology.
- DEVELOP AN AUTOMATION FRAMEWORK built with state-of-the-art technologies for validation of models.
- EXTEND INDEPENDENT VALIDATION TOOLS used to ensure accuracy for all numbers produced by analytics engines.
- ANALYZE AND EXTEND ANALYTICS REGRESSION TESTS to ensure complete and efficient coverage for all analytics engine statistics and asset types.
- Bachelor's or Master's Degree in finance, quantitative finance, financial mathematics, mathematics, physics, statistics, operations research, or another quantitative field.
- 3-5 Years of Experience in the finance field or related fields.
- ABILITY TO WORK INDEPENDENTLY AND AS PART OF A TEAM.
- STRONG MOTIVATION TO LEARN ABOUT FINANCIAL MARKETS.
- STRONG TECHNICAL SKILLS, including experience in automated testing.
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