Your Team responsibilities The successful candidate will be an integral member of the Equity Factor Risk Model team based in Berkeley and will lead and be involved in new factor risk model research and contribute to their success from initial concept through research, development, consultation and production implementation. The candidate will become an expert in MSCI equity factor risk models and carry out back testing, research and analysis of factors and factor risk models using historical market data and Barra factor models and portfolio construction tools. The candidate will heavily utilize Python and Matlab in conducting research and will conduct, lead and drive research in equity factor risk models. The candidate will regularly present and communicate research and research strategy to other members of the equity factor research team, key executives, to the broader research organization, and across the organization to sales and product teams. What we will offer you: Depending on your location of your role, you can expect… Competitive fixed and variable compensation, holiday/vacation allowance & retirement savings plans/pensionsEmployee Resource Groups to support you in and out of the office A wide range of benefits including – healthcare, dental plans, risk insurances and (location dependent) – cycletowork schemes, gym benefits, retail discounts, A purposeful approach to Wellbeing including training, support networks, membership to wellness platforms and vendors, and active local office communitiesA specific and deliberate planning to the physical offices in which we work, and support for everyone spending periods of time working remotely or at home. This approach mirrors our commitment to transparency and sustainability and puts the safety and wellness of our employees at the center of all we do.We aim to provide productive and sustainable work environments and technology that encourages collaboration, creativity and innovation. Your key responsibilities MSCI is looking for an exceptional individual to join the Equity Factor Risk Model Research Team, which is responsible for designing and developing equity portfolio analytics, including MSCI Barra equity factor risk models. We seek a senior quantitative researcher who has an established and proven research track-record to help craft and implement the risk model research agenda. The ideal candidate will also have experience in applying machine learning and other data science techniques such as unstructured and alternative data in financial applications, as we seek to leverage these tools in equity risk models, where appropriate. The successful candidate is a highly motivated individual with strong quantitative and problem solving skills as well as a deep interest in empirical research. Critical thinking, curiosity and excellent communication skills are essential. Scope of Responsibility /Expectation:* Build expertise in Barra fundamental equity factor risk models* Assume responsibility for full model research cycle from envisioning to implementation, evaluation, and support* Study global and regional equity markets and quantitative investment strategies* Identify sources of risk and return in equity markets, including from alternative data sources and machine learning techniques* Lead and drive innovation in risk model methodology research* Perform extensive back-testing of existing and new risk models and investment strategies* Present research results internally and externally* Follow and promote good coding practicesYour skills and experience that will help you excel Specific Knowledge & Skills: Strong working knowledge of linear algebra and statisticsExcellent computer and statistical programming skills – Python and Matlab preferred, also SQL, R.Self-reliance, ability to work independently with minimal supervisionCritical thinking, curiosity and good communication skillsAbility to think creatively and critically, set research strategy and drive innovation in researchDesired Experience: Experience designing, implementing and testing quantitative modelsExperience with machine learning algorithms, data science and big data tools, unstructured dataFamiliarity with financial data, interest in and understanding of equity marketsDesired Qualifications: M.S. or Ph.D. in Finance, Operations Research, Engineering, Science, Computer Science or another quantitative discipline5-10+ years relevant experience in a quantitative role.How we’ll support you Coaching and support from experts in your teamA performance and growth-oriented culture and valuesOpportunities for continuous learning to aid progressionGoal based objectives and development plansTransparent performance-based compensation schemesEmployee resource groups such as the Women’s Leadership Forum, MSCIPRIDE, and Eco-Groups.About MSCI and our teams: MSCI is a market leader in Global Indexes, Smart Beta, ESG and Risk Management, and is at the forefront of the secular trends dominating the financial services landscape today. We are committed to the future sustainability and transparency of the financial markets. We create innovative products and services that allow our clients to make more informed investment decisions, and we provide investors with critical performance measurement and risk management data and analytics. Click here to see what we do (link to MSCI brochure) 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. MSCI is committed to developing a culture and workforce that reflects the clients and communities in which we operate. Increasing our diversity expands our talent pool which helps to accelerate innovation in all we do. We especially encourage members of historically underrepresented groups to apply, including women, ethnic minorities and those in the LGBTQ community. 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 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. PDN-200000SO
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