Portfolio Risk Modeling Associate

San Pedro Garza Garcia
Jul 03, 2022
Aug 02, 2022
Job Function
Risk Management
Industry Sector
Consulting Firm
Employment Type
Full Time

MSCI is an independent provider of research-driven insights and tools for institutional investors. We have deep expertise in the areas of risk and performance measurement that is based on more than 40 years of academic research, real-world experience and collaboration with our clients.

our team responsibilities

The Americas Technical Sales team contributes to the success of new sales, upsales and associated revenue generation within the MSCI Analytics segment by generating and delivering analytical output of multi-asset class portfolios during the positioning stage of the sales cycle; focusing on functional positioning, product differentiation and a client driven pitch - a prerequisite to shorten the sales cycle and influence commercial negotiations.

Your key responsibilities

  • Analyzing client supplied portfolio/market data for single and multi-asset class investment portfolios and identification of data deficiencies/discrepancies
  • Loading client portfolios in various applications and executing on standard and sophisticated methodologies for complex instrument types
  • Running reconciliation reports (sensitivities, risk, scenarios, performance, optimization) to ensure that clients’ investments strategies are accurately represented in various tools and applications
  • Liaising with prospective clients to understand their investment strategies and ensure that portfolios are accurately modeled within MSCI’s analytical tools
  • Analyzing portfolio risk and performance, generating reports, crafting presentations, and providing commentaries to help position the benefits of MSCI tools
  • Proactively implementing custom/workaround solutions to meet client use cases
  • Over time, conducting application demos and presenting analytical results directly to prospects
  • Supporting Proof of Concepts, Trials, and other Presales Activity and responding to prospective client queries while generating follow up analysis
  • Training prospects during the trial phase on the tools & applications, methodologies and reporting - educating prospects on how they can utilize various analytics to meet their business requirements and use cases

Your skills and experience that will help you excel

  • Bachelor’s Degree in Mathematics, Physics, Actuarial Sciences, Engineering, Economics, Statistics, Finance or similar subject
  • Post graduate qualification in Finance (M.Sc./M.B.A./P.G.D.M./Ph.D) is a plus.
  • 0-5 years of experience in risk management, quantitative trading or quantitative research - knowledge of credit and rate products is helpful
  • Additional qualifications in CFA (US) and/or FRM would be a plus, for candidates looking for rapid career development
  • Familiar with different risk measures and quantitative models
  • Fluency in English with excellent verbal and written communication skills
  • Basic or intermediate Excel Macros/VBA or other coding (i.e. python) skills is a plus.
  • Self-starter with strong organizational skills and the ability to handle multiple projects under tight, short-term deadlines whilst managing client expectations.
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