RESEARCH & DEVELOPMENT

Are you ready to lead the way in creating cutting-edge models and driving thought leadership in the finance industry?

YOUR SKILLS AND EXPERIENCE THAT WILL HELP YOU EXCEL

• 7+ years of professional experience, with at least some of it in a quantitative model validation role.
• Proficiency in Python, with the ability to develop validation frameworks, conduct statistical tests, and analyze model performance.
• Master’s degree or PhD in finance, quantitative finance, financial mathematics, economics, mathematics, physics, statistics, or another quantitative field.
• Experience with sustainability models is a plus, but strong model validation expertise is the priority.
• Proven ability to assess model efficacy, conduct implementation testing, and apply quantitative validation techniques.
• Strong communication skills, with the ability to clearly explain technical concepts to both quantitative and non-quantitative stakeholders, including regulators.
• Experience in hiring, mentoring, and managing a team, with a leadership mindset and a collaborative approach.
• Familiarity with regulatory expectations around model risk and validation frameworks is an advantage.

YOUR TEAM RESPONSIBILITIES

MSCI ESG Research is recognized as the global standard for providing sustainability signals, data, and insights. Our team plays a crucial role in developing robust and scalable methodologies that power ESG ratings and sustainability solutions, helping investors assess ESG risks and opportunities across thousands of companies worldwide.
Model validation is a key pillar of this effort, ensuring that our methodologies remain transparent, reliable, and aligned with the evolving needs of investors and regulators. As ESG regulations develop, we are expanding our focus on model validation, strengthening our capabilities in efficacy testing, implementation testing, and other quantitative validation techniques. While we have existing processes in place, we are looking to enhance and formalize our validation framework, particularly on the quantitative side, to support the continued credibility and robustness of our ESG models.
This team will work at the intersection of research, data science, and technology, collaborating closely with methodology developers, data engineers, and external stakeholders to implement best practices in model validation. By advancing our testing frameworks and validation tools, we aim to reinforce the integrity of our models and ensure they continue to meet the highest industry standards.

YOUR KEY RESPONSIBILITIES

• Lead the development and implementation of MSCI’s sustainability model validation framework, ensuring alignment with best practices and evolving regulatory expectations.
• Build and manage a small team responsible for model validation, fostering a culture of rigor, transparency, and continuous improvement.
• Design and execute quantitative validation techniques, including efficacy testing, implementation testing, and other quantitative performance assessments.
• Establish standardized processes for independent periodic reviews of our models, ensuring they remain robust, reliable, and fit for purpose.
• Collaborate with methodology development, data science, and technology teams to integrate validation tools and frameworks into the broader research infrastructure.
• Work closely with MSCI’s technical writing team to ensure clear and comprehensive documentation of validation methodologies—this team handles documentation as their primary responsibility, but you and your team will contribute technical inputs as needed.
• Engage with internal and external stakeholders, including regulators, to communicate validation methodologies, findings, and improvements.
• Identify areas for model enhancement and provide feedback to methodology teams based on validation insights.
• Stay informed on industry trends, regulatory developments, and best practices in model risk management to continuously refine MSCI’s validation approach.
• Contribute to thought leadership and internal knowledge-sharing on model validation topics.