Reference Data Analyst
MSCI is seeking a Reference Data Analyst to join the Production Analytics team. Data Production Analytics is part of the Data Operations and Technology (DOT) and is a vital corporate resource at the functional core of our risk application architecture and service offerings. It generates a significant percentage of the firm's revenue and enables all of our products through the daily production of timely, complete, relevant, and accurate reference data on over four million market instruments as well as corporate actions and pricing data on over eight hundred thousand time series covering both exchange-traded and over-the-counter (where applicable) products globally.
RESPONSIBILITIES:
• In collaboration with the Business Group and Research and Development Group, understand security Terms and Conditions requirements that enable clients to properly analyze risk for new or existing financial instruments.
• Coordinate with the Product Management group new reference data requirements from request phase to implementation.
• Implement new reference data requirements related to the following asset classes: mortgage, fixed income, bank loan, equity, issuer, and commodity. The initial projects the analyst will be involved in are mortgage related.
• Research and acquire in depth knowledge of the market data content models of upstream suppliers to MSCI. It will be the responsibility of the analyst to learn, in the vendor’s native data schema, their content model and relate this to business content objectives. Develop the business logic required to integrate upstream data feeds to a normalized set of data models. Work closely with DOT development team in the implementation and maintenance of these business rules.
• Provide production support for the reference data security master database. Investigate and manage data exceptions resolution related to security Terms and Conditions for all asset classes covered in the security master db.
• Where there are source content discrepancies and/or inconsistencies, override, where necessary, data in the golden copy and coordinate the resolution of issues with market data suppliers.
• Investigate reference data quality issues and content exceptions on behalf of MSCI risk clients, standalone reference data clients, and Client Data Platform (internal risk management platform that uses the terms and conditions enrichment for client portfolios) clients. Use MSCI’s industry-leading risk management applications to investigate client questions and issues and assess data quality.
• Consistently manage the “language” of differences between analytics mapping specification and the security data representation in the MSCI security master.
• Assist, both as a team member and in some cases as sole analyst, the development of derived data sets that are largely dependent on terms conditions market data. The analyst will work intensely with the Research group on vetting analytic models with an eye toward the proper application and usage of market data content.
DESIRED EXPERIENCE AND QUALIFICATIONS:
• Undergraduate degree in Finance, Economics, Computer Science, or other similar concentration required.
• Minimum 4 years experience
• Master degree in Finance, Economics, Computer Science, or other similar concentration a plus.
• Strong problem-solving skills, attention to detail.
• Software – Excel, Word, Web familiarity.
• Strong communication skills (written and verbal).
• Excellent administrative and project management skills.
• Demonstrated interest in financial markets, products, and risk management.
• Proficient in SQL and relational databases, preferably Oracle
• Familiarity with large vendor market data architectures and products including, but not limited to, Intex, Reuters Triarch/RDF, Reuters Datascope Equities and Onsite Fixed Income (EJV), SP Compustat/Research Insight.
• Light programming experience with any or all of Perl, C/C++, Visual Basic
• Background in market data content management – specifically in any or all of equities, equity derivatives, domestic and international mutual funds, fixed-income govt./corporate debt, structured debt, commodity futures, commodity derivatives, and credit derivatives
Leave a Reply
You must be logged in to post a comment.