Quantitative Researcher - Securitized Products

Your Team Responsibilities

MSCI is seeking for a motivated individual to join our Securitized Products R&D team. This dynamic team is dedicated to the research and development of prepayment, credit, and factor models for a wide range of securitized products, including Agency RMBS, CMBS, Non-Agency RMBS, CMBS, ABS, CLO. Our esteemed clientele includes hedge funds, asset managers, asset owners and banks, with billions of dollars under management.

Your Key Responsibilities

• Work closely with senior team members in building valuation and risk models for CMBS, RMBS, ABS and CLO and produce high quality research contents.
• Actively participate in the full life-cycle of valuation and risk model development, including research, design, model fitting and testing.
• Conduct research utilizing cutting-edge methodologies that combine financial and economic theory with modern data science and AI techniques.
• Contribute to the development and enhancement of automated tools and systems for analytics and reporting.

Your skills and experience that will help you excel

• Strong programming skills in Python, proficiency in SQL; familiarity with AI and machine learning techniques and C++ skills are preferred.
• Strong problem-solving skills with attention to detail and a curiosity for understanding financial markets.
• Highly self-motivated, resourceful individual with critical thinking.
• A collaborative attitude with excellent communication skills, both verbal and written.
• An advanced degree in financial engineering, economics, mathematics, data science, engineering, or other quantitative discipline.

About MSCI

What we offer you

• Salary range: $72,000 - $94,000 / year plus 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 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 committed to diversifying its workforce. 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 Disability.Assistance@msci.com 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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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.

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