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Data Modeling & Analytics specialist

5.00 to 7.00 Years   Mumbai City   17 Feb, 2020
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryIT - Software
Functional AreaDBA / Datawarehousing
EmploymentTypeFull-time

Job Description

  • Candidate will be part of Data Modelling Team within Solutions Delivery.
  • The individual will be responsible for owning and managing data modelling requests across MSCI analytical platforms.
  • The candidate would establish best practices approach for modelling while also attending the specific use cases for analytics. The candidate will also be modeling structured products held in MSCI clients portfolios and provide research based asset enrichment specification
Responsibilities
  • Day-to-day tasks will include valuating and validating individual security based on terms and conditions either from MSCI data management systems or from the clients directly , Modeling security payoff in MSCI proprietary valuation libraries , and calculating risk analytics for the modeled instruments. The candidate will be required to qualify analytics output to be in line with security payoff and to upload these analytics into MSCI risk application(s) once the check is complete
  • Provide mapping specifications to development team to integrate cross platform analytical solutions
  • Discuss with multiple parties within and outside MSCI to suggest on best-practice modelling choices for the portfolio data
  • Model structured products held in MSCI clients portfolios and calculating these securities sensitivities to risk factors and providing research based asset enrichment specification for wide range market-specific finance assets for MSCI financial risk management products
  • Good understanding of the main valuation principles of financial instruments , ranging from plain vanilla bonds to complex barrier options , swaps , , etc , for which payoff is linked to either single or basket of underliers , which is or is not expressed in a formula
  • Conduct independent research to resolve issues in quantitative and qualitative scope for the major asset types on different markets , exchange traded or OTC
  • Work with MSCI Research on formulating and documenting proxy solutions for various financial assets and outlining all captured and non-captured risks of using the proxy
  • Deploy his IT skills to improveautomate tools of the team wherever is necessary
  • Detail oriented enough to shoulder the non-trivial responsibility of improve many MSCI s RMA systems without jeopardize system safety , performance , and stability
  • Desired experience and Qualifications
  • Possess an analytical degree (Financial Engineering , Math , Physics , or Engineering etc) coupled with some IT skills. 3~5 years experience within the financial sector is expected , preferably in a quantitative analyst role with knowledge of fixed income and derivatives valuation theory , pricing of assets
  • Each project is highly visible within MSCI , as well as within the client s organization; therefore , the demands on the Associate will be high , and he she should be able to prioritize demands quickly , be very organized with running multiple projects simultaneously and be able to work well under pressure and with other staffs
  • In addition to the analytical and financial skills , programming experience with Excel-VBA , Python , SQL is preferred , Java , Matlab is appreciated , with expertise weights on financial analytical skills at 90% of job requirements
  • Candidates with RiskManager and BarraOne experiences are highly preferred
  • Finally , excellent written and verbal knowledge of English language is necessary.
  • Due to the great number of applications we receive for each of our open vacancies , we are unable to respond on an individual basis
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Keyskills :
acquisitionbusiness strategy clusteringdirect mail directionfixed income derivatives financial risk managementequal employment o

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