Your Team Responsibilities
The Core Architecture team at MSCI is responsible for developing and maintaining the core risk engines that power MSCIs multi-asset class risk products. The team builds large-scale high-performance analytics used across global risk management workflows supporting asset classes including rates credit and securitized products. Working within a small highly collaborative group the team partners closely with Research and Analytical QA to deliver robust production-grade analytical solutions in a distributed computing environment.
Your Key Ressponsibilities
- Design and implement solutions to complex financial mathematics problems in risk management
- Translate analytical models into high-quality C code within a large existing codebase
- Develop and optimize numerically intensive simulation-based analytics running on computational grids
- Collaborate with Research and Analytical QA teams to test validate and evolve analytical methodologies
- Contribute to the reliability performance and scalability of MSCIs core risk engines
Your skills and experience that will help you excel
- Quantitative degree in mathematics physics engineering finance or a related field with relevant professional experience
- 35 years of software development experience with strong numerical programming skills in C
- Solid understanding of financial modeling concepts (e.g. interest rates credit stochastic volatility)
- Experience implementing large-scale numerically intensive computations in distributed or grid environments
- Strong analytical skills and problem-solving mindset
- Familiarity with simulation frameworks optimization or calibration techniques (preferred but not required)
- Experience using AI-assisted development tools to write refactor or review code
- Working knowledge of both Linux and Windows operating systems
- Strong communication skills and ability to work effectively in a collaborative team environment
About MSCI
What we offer you
- Salary range: $79000 - $103000 / 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 platform AI Learning Center 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 Womens Leadership Forum.
At MSCI we are passionate about what we do and we are inspired by our vision to power better decisions. Youll 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 strengthens global markets by connecting participants across the financial ecosystem with a common language. Our research-based data analytics and indexes supported by advanced technology set standards for global investors and help our clients understand risks and opportunities so they can make better decisions and unlock innovation. We serve asset managers and owners private-market sponsors and investors hedge funds wealth managers banks insurers and corporates.
MSCI Inc. is an equal opportunity employer. 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 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.
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.
Note on recruitment scams
We are aware of recruitment scams where fraudsters impersonating MSCI personnel may try and elicit personal information from job seekers. Read our full note on
Required Experience:
IC
Your Team ResponsibilitiesThe Core Architecture team at MSCI is responsible for developing and maintaining the core risk engines that power MSCIs multi-asset class risk products. The team builds large-scale high-performance analytics used across global risk management workflows supporting asset clas...
Your Team Responsibilities
The Core Architecture team at MSCI is responsible for developing and maintaining the core risk engines that power MSCIs multi-asset class risk products. The team builds large-scale high-performance analytics used across global risk management workflows supporting asset classes including rates credit and securitized products. Working within a small highly collaborative group the team partners closely with Research and Analytical QA to deliver robust production-grade analytical solutions in a distributed computing environment.
Your Key Ressponsibilities
- Design and implement solutions to complex financial mathematics problems in risk management
- Translate analytical models into high-quality C code within a large existing codebase
- Develop and optimize numerically intensive simulation-based analytics running on computational grids
- Collaborate with Research and Analytical QA teams to test validate and evolve analytical methodologies
- Contribute to the reliability performance and scalability of MSCIs core risk engines
Your skills and experience that will help you excel
- Quantitative degree in mathematics physics engineering finance or a related field with relevant professional experience
- 35 years of software development experience with strong numerical programming skills in C
- Solid understanding of financial modeling concepts (e.g. interest rates credit stochastic volatility)
- Experience implementing large-scale numerically intensive computations in distributed or grid environments
- Strong analytical skills and problem-solving mindset
- Familiarity with simulation frameworks optimization or calibration techniques (preferred but not required)
- Experience using AI-assisted development tools to write refactor or review code
- Working knowledge of both Linux and Windows operating systems
- Strong communication skills and ability to work effectively in a collaborative team environment
About MSCI
What we offer you
- Salary range: $79000 - $103000 / 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 platform AI Learning Center 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 Womens Leadership Forum.
At MSCI we are passionate about what we do and we are inspired by our vision to power better decisions. Youll 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 strengthens global markets by connecting participants across the financial ecosystem with a common language. Our research-based data analytics and indexes supported by advanced technology set standards for global investors and help our clients understand risks and opportunities so they can make better decisions and unlock innovation. We serve asset managers and owners private-market sponsors and investors hedge funds wealth managers banks insurers and corporates.
MSCI Inc. is an equal opportunity employer. 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 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.
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.
Note on recruitment scams
We are aware of recruitment scams where fraudsters impersonating MSCI personnel may try and elicit personal information from job seekers. Read our full note on
Required Experience:
IC
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