The Aggregation Services team at MSCI is responsible for building and enhancing our high-performance, in-memory Aggregation Service. Leveraging in-memory OLAP technology, the service enables both fast-interactive and batch risk reporting for clients with portfolio sizes ranging from a few hundred to many millions of positions. In addition to these core capabilities, the team supports MSCI’s Credit Manager—a tool that helps organizations manage credit risk by providing an overview of credit exposures, assessing client creditworthiness, identifying potential risks, and tracking credit limits to ensure companies remain within their risk appetite.

Research & Risk Analytics

• Review research documents and conduct independent research.

• Maintain and develop memory-efficient aggregation rules for various risk measures, including Value-at-Risk and duration times spread.

• Apply financial mathematics knowledge—particularly related to credit risk—to solve Credit Manager client queries.

Software Development & Testing

• Implement general aggregation rules and test cases in Java.

• Collaborate closely with development teams to:

  • Develop detailed test plans.

  • Verify analytical correctness.

  • Provide independent validation of risk analytics results.

• Perform time complexity and space complexity analysis to ensure optimal algorithm efficiency.

Data Processing & Reporting

• Process credit rating transition matrix data for annual Credit Manager data updates.

• Work with the data team to analyze data change impacts on Credit Manager clients.

• Provide analytical support to Aggregation Service users and internal implementation teams.

• Understand and utilize MDX queries for report customization to meet client requirements.

Client & Internal Support

• Troubleshoot analytical issues raised by clients or internal teams.

• Ensure accurate, efficient, and timely resolution of client concerns.

Desired Skills:

Financial & Risk Analytics

• Financial derivatives pricing, including application of the Black-Scholes formula

• Credit risk analysis and understanding of credit risk metrics

• Value-at-Risk (VaR) calculation methods

• Financial Greeks calculation and interpretation

• Scenario analysis and stress testing for portfolio risk assessment

Technical Skills

• Strong proficiency in Java for software development

• Experience with MDX for OLAP querying and report customization

• XML, XSD
• Microsoft Azure Devops/GIT

Professional Competencies

• Strong client focus, with the ability to understand and address client needs effectively

What we offer you

• Salary range: $105,000 to $ 137,000
• 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.

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