Portfolio Optimization Expert

hace 5 días


Ciudad de México, Ciudad de México MSCI Inc A tiempo completo

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
  1. PRICE AND RISK MODEL EXOTIC DERIVATIVES, fixed income asset classes, credit derivatives, and securitized products, as well as portfolio optimization.
  2. CONDUCT PORTFOLIO LEVEL RISK ANALYSIS using VaR methodology.
  3. DEVELOP AN AUTOMATION FRAMEWORK built with state-of-the-art technologies for validation of models.
  4. EXTEND INDEPENDENT VALIDATION TOOLS used to ensure accuracy for all numbers produced by analytics engines.
  5. ANALYZE AND EXTEND ANALYTICS REGRESSION TESTS to ensure complete and efficient coverage for all analytics engine statistics and asset types.
Qualifications
  1. Bachelor's or Master's Degree in finance, quantitative finance, financial mathematics, mathematics, physics, statistics, operations research, or another quantitative field.
  2. 3-5 Years of Experience in the finance field or related fields.
  3. ABILITY TO WORK INDEPENDENTLY AND AS PART OF A TEAM.
  4. STRONG MOTIVATION TO LEARN ABOUT FINANCIAL MARKETS.
  5. STRONG TECHNICAL SKILLS, including experience in automated testing.


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