Assoc, Fin'l Eng'g, Research & Dvlpmt

MSCI, Inc. seeks Assoc., Finl Engg, Research & Dvlpmt in Norman, OK to conduct analysis of pricing & risk models for exotic derivatives, fixed income asset classes, credit derivatives, securitized products, & portfolio optimization. Perform portfolio-level risk analysis, incl Value-at-Risk (VaR) methodologies. Reqmts: Masters or foreign equiv in Quant Fince or rel. field & 3 yrs of exp in job offered or rel. occupation: Utilizing exp w/ Matlab, Python, R, C++, & C# to dsgn dvlp validation tools for valuation & pricing models, stress testing frameworks, Value-at-Risk (VaR) & Expected Shortfall analysis, risk attribution & factor-based risk analysis, & credit risk & sensitivity analysis incl Greeks, duration, & convexity. Telecommuting &/or work from home may be permissible pursuant to company policies. When not telecommuting, must report to work site. Please email resume to Marie.Stech@msci.com & indicate job code SY070226AD. EOE/D/V.
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