This role pays less than
96%
of similar roles. Most pay
$140,000–$208,000
— the shaded band above.
At the midpoint, this role pays about
$96k
versus about
$174k
for comparable roles.
Based on 240 similar postings.
Employer
About MSCI
MSCI is a US-based provider of investment decision support tools, including equity indexes, portfolio risk and performance analytics, and ESG research used by institutional investors worldwide.
MSCI currently has
14 open roles
on FindRole.
Listed pay typically runs
$195,000–$250,000
across 14 roles with salary data.
Associate, Financial Engineering, Research and Development joins the Research and Development team to conduct analysis of pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives, securitized products, and portfolio optimization. The role involves performing portfolio-level risk analysis using Value-at-Risk methodologies, designing automated validation frameworks, and building independent tools to ensure analytics engine accuracy. Daily responsibilities include expanding regression testing, collaborating with Risk Research and Analytics Development teams to resolve discrepancies, and applying Barra factor models for risk attribution. Candidates will utilize Matlab, Python, R, C++, and C# to develop tools for stress testing and Greeks analysis. The role also requires experience with SQL, Oracle, and Azure DevOps pipelines while managing data ingestion workflows. This position addresses the technical challenge of ensuring consistent results across diverse financial instruments including equities, options, and swaps.
Python
C++
Java
Stochastic Calculus
Machine Learning
Time Series Analysis
Linear Regression
Bayesian Analysis
Quantitative Analysis
Financial Mathematics
Data Management
Statistical Analysis
Numerical Methods
Optimization
SQL
Python
Spark
Airflow
Flyte
ETL
ELT
Data Modeling
Data Pipelines
Data Quality
LLM
AI Tools
Business Intelligence
Data Architecture
Testing
Monitoring
Reporting