Quantitative Developer
MSCI Inc · New York, NY, US
About this role
## Quantitative Developer ### Your Team Responsibilities - Implement performance measurement in private markets with **zero tolerance** for silent methodology drift. - Build **deterministic, auditable** return and NAV calculations based on the ledger’s **conserved flows**. ### Key Responsibilities - **Return methodologies:** - TWR - Modified Dietz - Money-weighted (IRR) returns - Implemented as pure functions over conserved cash flows - **NAV roll-forward:** - Period-over-period NAV decomposition that reconciles **exactly** to underlying flows and marks - No plug/balancing entries - **Benchmark-relative returns:** - Include proxy-filled returns when a direct benchmark is unavailable - **Gross/net computation:** - Correct fee and carry leg selection so gross-to-net bridges are always explainable - **Timing conventions & flow classification rules:** - Specified and validated against the required **value-neutrality** property ### Agentic Development - Return methodologies are **spec-heavy** and numerically unforgiving—ideal for agent implementation against a precisely written spec. - Write **reference test cases**, including **adversarial timing edge cases**, that agent-generated implementations must reproduce exactly before shipping. ### Your Skills & Experience - **5+ years** building performance measurement systems in asset management, fund administration, or a **GIPS-adjacent** environment - Strong numerical methods background (including understanding floating-point tolerance) - Production experience in a modern, type-safe language (Go, Kotlin, Scala, or similar) or **Python** for financial calculation engines - Ability to explain precisely the difference between **TWR vs IRR** and when each can mislead - Direct **GIPS compliance/verification** experience - Private markets performance experience (not only public markets) --- ### About MSCI MSCI strengthens global markets by connecting participants across the financial ecosystem with a common language. Their research-based data, analytics, and indexes help clients understand risks and opportunities so they can make better decisions. ### What We Offer You - **Salary range:** $133,000 - $173,000 / year - Plus eligible annual bonus - Transparent compensation and comprehensive benefits (location-tailored) - Flexible working arrangements, advanced technology, and collaborative workspaces - High-performance, innovation-focused culture - Global network of talented colleagues - Learning and development opportunities (including MSCI Learning@MSCI and AI Learning Center) - Multi-directional career paths and internal mobility - Inclusion and belonging supported through multiple Employee Resource Groups ### Equal Opportunity MSCI is an equal opportunity employer and is committed to providing reasonable accommodations for individuals with disabilities. ### Recruitment Scams / Agencies - MSCI does not accept unsolicited CVs/resumes. - MSCI is not responsible for fees related to unsolicited CVs/resumes. - Note on recruitment scams is available at careers.msci.com.
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