Financial Engineer - Ciudad de México - MSCI Inc

MSCI Inc

Empresa verificada

Ciudad de México

hace 2 semanas

Publicado por:

Rodrigo Fernández

Reclutador de talento para beBee

Descripción

Your team responsibilities

What we will offer you:

At MSCI, we provide competitive benefits programs in every region in which we do business. While our benefits plans vary in availability in our different locations, we offer a broad range of benefits that are part of the value you receive as a MSCI employee. Wherever you are with us, you will find benefits that can help ensure your health and wellbeing and contribute to your financial security.
A hybrid work environment, for the vast majority of employees, offering a more progressive way of working to give you the flexibility, accountability, and responsibility to empower you to perform at your very best. At the center of this way of working is a culture which is built on a strong foundation of trust. We trust our people and they trust our organization's leaders to support them.
An inclusive and performance driven culture where you are empowered to maximize your potential in an environment where all individuals are respected and encouraged to bring their authentic selves to work
A purposeful approach to Wellbeing to provide you with all the resources you need to be your best at work and in your personal life. Our Here For You Employee Assistance Program provides confidential emotional support with local experts, financial and legal advice in a wide range of issues as well as access to online information, resources and tools. All the services are available for our employees free of charge.

Your key responsibilities

Pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products, portfolio optimization
Portfolio level risk analysis, VaR methodology
Automation framework, built with stateoftheart technologies, for validation of the models
Develop and extend independent validation tools which are used to ensure accuracy for all numbers produced by our analytics engines
Analyze and extend the analytics regression tests to ensure the complete and efficient coverage for all analytics engine statistics and asset types
Work with the Research and Analytics Development teams to evaluate manual and regression test differences, check requirements and extend test case coverage
Ensure that all daily test processes are completed successfully and resolve problems with the assistance of the research and development teams

Your skills and experience that will help you excel

Master's degree is desired (PhD is a plus) with focus in finance, quantitative finance, financial mathematics, mathematics, physics, statistics or another quantitative field
Knowledge / strong motivation to learn about financial markets
Strong technical skills, experiences in automated testing is a plus
Experiences in analytics field, mathematical optimization, securitized product, risk management or derivatives pricing is a plus
Strong written and oral proficiency in English
Interest working in an environment that combines finance and technology
Strong sense of ownership with projects
Willing to work in a global team environment
Relevant work experience in model validation is a plus
Experience with a programming language (e.g. Matlab, Python, R, C++, C#)

How we'll support you

Coaching, support and encouragement from experts in your team
Access to a wide range of learning opportunities to support your growth and development
Customizable learning journeys to help you navigate your professional development
Transparent performancebased compensation schemes
Employee Resource Groups: MSCI Pride & Allies, MSCI Black Leadership Network, MSCI Women's Leadership Forum, MSCI Women in Tech, MSCI Asian Support Network, MSCI All Abilities, Hola MSCI and MSCI Climate Action Network.

About MSCI and our teams
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.

Our values define the working environment we strive to create. We are inclusive, we champion bold ideas, we always pursue excellence, and always act with integrity. Personal accountability and responsibility are key to success, and we always work as a team to remain client centric.

To all recruitment agencies:
MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes.

MSCI Inc. is an equal opportunity employer committed to diversifying its workforce. It is the policy of the Firm to ensure equal employment opportunity without discrimination or haras