Senior Quantitative Developer - Private Markets Performance
MSCI Inc
MSCI Inc in New York seeks a seasoned engineer to implement deterministic performance measures for private markets. You will encode return methods (TWR, Modified Dietz, IRR) as auditable functions over conserved cash flows and ensure exact NAV roll-forwards. You will design reference test cases, including adversarial timing edge cases, and work in a modern language (Go, Kotlin, Scala, or Python) to validate accuracy and regulatory alignment (GIPS). #J-18808-Ljbffr MSCI Inc
Vacancy posted 1 day ago
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