MSCI Inc.

Portfolio Optimization Researcher

Job Post Information* : Posted Date 7 days ago(11/14/2024 8:47 AM)
Job ID
2024-2041
# of Openings
1
Job Locations
HU-PE-Budapest
Job Category for Career Site
Research

Your Team Responsibilities

MSCI is looking for an exceptional individual to join the Portfolio Optimization Research team in Budapest, Hungary. Along with an internal developer group the team works on the company’s Open Optimizer, a software package specifically designed for solving mathematical optimization problems that portfolio managers and other professionals face during the process of portfolio construction. The research team is responsible for transforming the user input into a mathematical model as well as designing, implementing and enhancing the heuristics used for handling more complex problems.

Your Key Responsibilities

  • Work on enhancing existing mathematical models,
  • Design and implement new algorithms to handle important client use cases,
  • Be involved in the support of internal and external clients and prospects, and
  • Collaborate with other stakeholders on all stages of the software development lifecycle. 

Your skills and experience that will help you excel

  • Strong quantitative, programming and problem solving skills;
  • An advanced degree in mathematics or similar field, ideally with prior exposure to operations research;
  • Prior professional development experience working with an object-oriented language (preferably C/C++), ideally in a quantitative field,
  • Good communication skills and have a desire to learn new tools and technologies.
  • Relevant experience with mathematical solvers (e.g. Gurobi, Mosek) is a plus, as well as familiarity with Python and version control software (e.g. Git).

About MSCI

 

What we offer you

  • 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.
  • Global Orientation program to kickstart your journey, followed by access to our Learning@MSCI platform, LinkedIn Learning Pro and tailored learning opportunities for ongoing skills development.
  • Multi-directional career paths that offer professional growth and development through new challenges, internal mobility and expanded roles.
  • We actively nurture an environment that builds a sense of inclusion belonging and connection, including eight Employee Resource Groups. All Abilities, Asian Support Network, Black Leadership Network, Climate Action Network, Hola! MSCI, Pride & Allies, Women in Tech, and Women’s Leadership Forum.

At MSCI we are passionate about what we do, and we are inspired by our purpose – to power better investment decisions. You’ll be part of an industry-leading network of creative, curious, and entrepreneurial pioneers. This is a space where you can challenge yourself, set new standards and perform beyond expectations for yourself, our clients, and our industry.

MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data, and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions that clients use to gain insight into and improve transparency across the investment process.

MSCI Inc. is an equal opportunity employer committed to diversifying its workforce. 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 (including unlawful discrimination on the basis of a legally protected parental leave), 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 Disability.Assistance@msci.com 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.

 

To all recruitment agencies

MSCI does not accept unsolicited CVs/Resumes. Please do not forward CVs/Resumes to any MSCI employee, location, or website. MSCI is not responsible for any fees related to unsolicited CVs/Resumes.

 

Note on recruitment scams

We are aware of recruitment scams where fraudsters impersonating MSCI personnel may try and elicit personal information from job seekers. Read our full note on careers.msci.com

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