Portfolio Optimization Researcher

at  MSCI Inc

RESEARCH

Use your eye for actionable insights to help clients identify and manage emerging risks and opportunities.

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).

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.