VP Market Data Analytics Development
MSCI implements analytic models to perform quantitative measurement of market and credit risk. To that end, a significant resource of the platform is its core market data backbone which supplies Terms Conditions, Pricing, and internally derived data to those models. MSCI requires a modern platform that provides scalability, performance, and ease of extensibility.
The candidate will work with our research, product, data and engineering teams located in Budapest, New York, Berkeley, Norman, and Hong Kong.
RESPONSIBLITIES:
•Candidate will be responsible for developing and and leading the implementation of software solutions in the DataMetrics environment to support storage, maintenance, and delivery of internally derived analytics, terms conditions, and pricing market data for the over 5 million assets covered by our risk platform.
•The developer will be responsible for running projects end to end – from requirement setting to design, prototyping, developing, testing, and delivery.
•The candidate will interact and collaborate with research, product, and data teams to collect and debate functional requirements.
•The role additionally includes interfacing with business unit counterparts to negotiate priorities and includes project and resource planning as well as periodic progress reporting to senior staff and management.
•This role includes off-hours production troubleshooting and support on behalf of the RMA business unit.
•Learn and support existing market data system software and solutions.
REQUIRED EXPERIENCE AND QUALIFICATIONS:
•Masters Degree in Computer Science, Engineering, Quantitative Mathematics or related discipline
•5+ years working in a market data environment, such as a major market data vendor or 3rd party software development company.
•Prior work experience with Terms and Conditions, pricing, and settlement of assets in both exchange-traded and OTC global capital markets. Must have exposure to both fixed-income and equity derived data and analytics. Additionally must be familiar with analytic methods and market data strategies used in quantitative portfolio analysis and risk management.
•Prior work experience with major market data vendor products (i.e. Thomson-Reuters Datascope Equities, OnSite EJV Fixed-Income, Moodys Ratings Direct, etc…)
•5+ years design, maintenance, and development experience in a market data environment covering equity, fixed-income, money markets, and structured products.
•Significant knowledge and experience with Oracle 11g RDBMS. Must be proficient with SQL and PL/SQL.
•5+ years development experience in Linux/Unix environment with shell scripting (e.g. bash, ksh, etc..) and basic system administrative skills as well as proficiency with build and debugging tools.
•Broad Perl (5.8) and C/C++ knowledge and experience. Must demonstrate Perl OO development as well as experience with XS
•Java programming experience a plus.
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