The Fixed Income and Multi-Asset Class Factors Research team is responsible for building, maintaining, and supporting quantitative risk, factor, and pricing models at MSCI.

• Building factor models using proprietary data
• Keeping up with research innovations in quantitative finance
• Writing production-level code
• Evaluating statistical models
• Presenting complex models and methods to a broad range of audiences

• M.S. or advanced degree in Finance, Operations Research, Engineering, Science, Computer Science or other quantitative discipline
• Advanced English skills, able to maintain business conversations
• Optimization
• Econometrics
• Software engineering
• Data analysis
• Applied math/machine learning
• Knowledge of finance is preferred but not required

• Transparent compensation schemes and comprehensive employee...