Quantitative Research

Budapest, PE, Hungary

MSCI

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 enable clients to understand and analyze key drivers of risk...

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Your Team Responsibilities

The Quantitative Research Team is responsible for developing and implementing the models and validation processes for industry adopted financial instrument pricing, statistics, stress tests, reporting, portfolio construction and other investment management solutions. Our goal is to ensure the highest-level quality models and the fastest time to market in the industry for financial products. This is an exciting role that lies on the cusp of finance and technology. As a key member of this team, the candidate will have direct responsibilities for ensuring that MSCI market-leading analytics continue to provide clients exceptional analytics quality and sophistication. By working at the intersection of quantitative research, model development, and client engagement, the team refines and tests models with direct client input, ensuring their accuracy and real-world applicability. Additionally, the team drives custom solution development and commercialization, embedding research experts in client engagements to deliver tailored analytics and advisory services. This approach not only strengthens client partnerships but also unlocks new revenue opportunities through bespoke, scalable financial solutions.

Your Key Responsibilities

  • Work on innovative financial models that address complex client challenges in risk management, portfolio analytics, and capital markets applications, leveraging cutting-edge technologies.
  • Engage directly with clients to understand their investment and risk management needs, designing and refining quantitative models that support credit risk assessment, portfolio construction, and financial decision-making.Contribute across multiple areas, including developing scalable, custom solutions, integrating financial models into client workflows, and optimizing analytical frameworks for real-world applications.
  • Be exposed to a range of financial and quantitative problem-solving approaches, with a strong emphasis on scalable model development, including:
    • Risk and pricing models tailored for fixed income, credit, and structured products
    • Portfolio risk and performance analytics, including stress testing and scenario analysis
    • Optimization and decision-support tools that enhance investment strategies
    • Automation frameworks that improve the scalability and efficiency of financial solutions
    • Collaborate closely with Risk Research, Analytics Development, and Client teams to bridge the gap between quantitative modeling and client use cases.
    • Develop and refine custom financial solutions that integrate seamlessly into client operations, ensuring they are scalable, flexible, and aligned with industry best practices.
    • Continuously explore new approaches and technologies to enhance the effectiveness of financial models and analytical tools, driving innovation in client problem-solving.
    • Perform additional tasks as assigned by the line manager, ensuring a strong focus on client-driven innovation and the commercialization of bespoke financial solutions.

Your skills and experience that will help you excel

  • Master’s degree or PhD in finance, quantitative finance, financial mathematics, economics, mathematics, physics, statistics, or another quantitative field
  • 5+ years of relevant experience in economics, econometrics, financial risk, model development, or quantitative research
  • Proven programming experience in Python, R, C++, Matlab, VBA, or C#, with the ability to apply these skills to financial modeling and analytics
  • Strong understanding of economics and financial markets, with a focus on risk, portfolio management, and decision-making
  • Advanced mathematical and quantitative problem-solving skills, with the ability to translate complex models into practical client solutions
  • Excellent written and verbal communication skills in English, with the ability to present technical concepts to non-technical stakeholders
  • Ability to work at the intersection of finance and technology, leveraging quantitative models to solve real-world client challenges
  • Strong sense of ownership and initiative, with the ability to manage projects independently and drive results
  • Experience working in a global, cross-functional team environment, collaborating across research, development, and client-facing teams

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. 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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* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰

Job stats:  2  1  0
Category: Research Jobs

Tags: Credit risk Econometrics Economics Excel Finance Mathematics Matlab ML models PhD Physics Python R Research Security Statistics Testing

Perks/benefits: Career development Flex hours Health care Parental leave

Region: Europe
Country: Hungary

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