Financial Engineer
MSCI - Berkeley, CA

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ABOUT MSCI Inc. ( www.msci.com )

MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indices, portfolio risk and performance analytics, and governance tools.

The company’s flagship product offerings are: the MSCI indices which include over 120,000 daily indices covering more than 70 countries; Barra portfolio risk and performance analytics covering global equity and fixed income markets; RiskMetrics market and credit risk analytics; ISS out-sourced proxy research, voting and vote reporting services; CFRA forensic accounting risk research, legal/regulatory risk assessment, and due-diligence; and FEA valuation models and risk management software for the energy and commodities markets. MSCI is headquartered in New York, with research and commercial offices around the world.

For further information on MSCI, please visit our web site at www.msci.com

RESPONSIBLITIES :

As a key member of the Global Analytics Technology team, the successful candidate will contribute actively to design, build and support the organization’s next generations of Portfolio Risk analytics systems. He will participate in the full project life cycle including initial analysis, requirements definition, interface design, data analysis and mapping, development, test planning, test pack production, test running and investigation and resolution of problems and acceptance testing.

In constant relationship with the Analytics Research team, his experience and expertise in computer science and financial engineering will be a great asset to contribute to the success of the organization.

Individual(s) should be dynamic, motivated and able to perform independent work as well as work in partnership with business people in various financial disciplines such as Operations and Research.

DESIRED EXPERIENCE AND QUALIFICATIONS :

Essential Experience & Technical knowledge
  • Bachelor’s degree in Computer Science, Engineering, Mathematics, Statistics or related fields. Master’s degree in these fields is an advantage.
  • Financial certifications – CFA, FRM – are a plus.
  • At least 6 years of experience of developing ‘Quant’ applications, working for analytics & IT companies or algorithmic trading.
  • Solid knowledge of financial data is a requirement, with a primary focus on equities and attached derivatives.
  • Extensive experience in statistical and mathematical modeling, in particular linear algebra for performance and risk modeling.
  • Proficiency in Matlab and Java based on solid delivery track records. Experience in designing framework using these technologies would be a plus.
  • Experience with JDBC, SQL performance tuning and stored procedures on RDBMS is a must.
  • Exposure to column base databases as well as SAS and R language would be an advantage.
  • Knowledge of Spring, web-based development, AJAX and JMS is a bonus.
  • Familiar Linux/Unix environments.

Personal Attributes
  • Strong analytical skills and ability to conceptualize and think creatively
  • Acquaintance with the financial market is important
  • Self starter who is action and results oriented
  • Must be attentive to detail, proactive and flexible
  • Ability to effectively work with diverse cultures in a global team; sensitivity and appreciation for diverse cultural norms/styles
  • Capable of contributing effectively in projects regardless of functional, geographic, and business lines
  • Ability to excel in an environment of ambiguity by quickly adapting behavior and work methods to adjust to multiple demands and shifting priorities
  • Superior organizational, time management and team work skills

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 pregnancy/maternity leave), veteran status, or any other characteristic protected by law.

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