Senior Associate, Financial Engineer

MSCI, Inc. seeks Senior Associate, Financial Engineer in Norman, OK, to conduct analysis of pricing and risk models for exotic derivatives, fixed income asset classes, credit derivatives and securitized products, and portfolio optimizations. Responsibilities Conduct portfolio level risk analysis and VaR methodology. Automate frameworks, built with state-of-the-art technologies for validation of the models. Develop and implement validation processes and procedures for industry adopted financial instruments, statistics, stress tests and reporting. Develop and extend independent validation tools which are used to ensure accuracy for all numbers produced by our analytics engines. Analyze and extend the analytics regression tests to ensure the complete and efficient coverage for all analytics engine statistics and asset types. Collaborate with the Risk Research and Analytics Development teams to evaluate manual and regression test differences, check requirements and extend test case coverage. Ensure that all daily test processes are completed successfully and resolve problems with the assistance of the research and development team. Work with financial models including Generic Bond, Tender Option Bond Inverse Floater, Equity Option and FX Forward, and methodologies including Stress Testing and Simulations. Utilize computer science languages such as Python and Matlab to implement independent validation tools regarding valuation models, stress tests, Value-at-Risk analysis, risk attributions, credit risk analysis and sensitivity analysis. Use Agile management tools such as GIT for version control of regression tests and automated testing tools. Provide client support in risk analytics domain and investigate root causes behind extreme risk evaluations. Build Azure pipeline to automatically execute XML queries. Evaluate and extend analytical regression tests regularly, ensuring comprehensive coverage. Apply factor-based risk models, including Barra-style factor frameworks, to analyze asset and portfolio risk under normal and stress scenarios. Use AI-assisted tools to improve efficiency in analyzing analytics results. Work with relational databases such as Oracle and SQL Server to query, analyze, and validate raw database records. Requirements Master's degree or foreign equivalent in Quantitative Finance or a related field, and at least three years of experience related to the role. Experience working with financial models and stress testing. Proficiency in Python and Matlab. Familiarity with Agile tools and GIT. Ability to provide client support and identify root causes behind risk evaluations. Knowledge of Azure pipelines and automated testing. Experience with Oracle and SQL Server. Telecommuting may be permissible under company policies. What we offer you Salary range: $94,000 - $122,000 per 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. Equal Employment Opportunity Statement 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, 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 View email address on click.appcast.io 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. #J-18808-Ljbffr MSCI Inc