[北京]MSCI 2012校园招聘

 
Analytical QA Engineer
 
ABOUT MSCI Inc. (ww***com[点击查看]) 
MSCI is the leading provider of risk management analytics, global indices and related services to the global investment community including domestic and international Asset Managers (long only, hedge funds, etc), Broker-Dealers, Pension Funds and Consultants. For over 40 years, MSCI has been tracking the world's markets and delivering innovative solutions that combine advanced technology, superior analytics, research, models and proprietary data to empower investment professionals to make strategic investment decisions. The product range spans all asset classes including equity, fixed income, credit, derivatives, etc. Our years of experience, together with an extensive product line and a dedicated staff of over 700 in offices around the globe contribute to MSCI Barra’s dominant market position with investment professionals. 
MSCI is headquartered in New York, and conducts business worldwide with operations in Berkeley, Budapest, Geneva, Hong Kong, Mumbai, Monterrey, London and Singapore, with regional representative offices in Cape Town, Chicago, Dubai, Frankfurt, Milan, Paris, San Francisco, Sao Paulo, Shanghai, Stamford, Sydney and Tokyo. (ww***com[点击查看]).
For further information on MSCI, please visit our web site at ww***com[点击查看]
We are currently seeking an Analytics Quality Assurance Engineer to join our Application Development Group Organization in Beijing, China. 
 
POSITION OVERVIEW:
 
MSCI is seeking a candidate to fill a full time Analytics QA Engineer role within the Application Development Team. The Analytical QA team is a company-wide shared resource responsible for communicating with the Product Management, Research, and Development teams to develop and implement testing processes and procedures for industry adopted financial instruments, statistics, stress tests and reporting. Our goal is to ensure the 'highest level quality' and the 'fastest time to market' in our industry for our financial products. This is an exciting role that lies on the cusp of finance and technology. As a key member of this team, the candidate will have direct responsibility for ensuring that MSCI market-leading analytics applications continue to provide clients exceptional analytics quality and sophistication. The members of the Analaytical QA team work on complex issues, where analysis is required to determine the root source of problems and associated factors. It is a must that the candidate is detail-oriented and capable to perform multi-task assignments in a timely and independent fashion. 
RESPONSIBLITIES:
 
The candidate will have opportunity to work on innovative financial applications utilizing the latest technologies and will be responsible for understanding client needs and for ensuring that product specifications, functionality and underlying analytics fulfill client needs. The members of our Analytical QA team have the opportunity to contribute in a broad set of roles including: studying functional, non-functional and analytic specifications, developing test plans and test cases, verifying formulas, implementing and using automated test tools, and estimating level of effort of project requirements.
 
The candidate will be exposed on a daily basis to a range of topics that require domain knowledge in the following areas:
 
. Portfolio risk analysis

. Equity and Fixed income multi-factor models

. Equity, Fixed Income, Interest Rate and FX instruments and derivatives valuation models

. Portfolio optimization.

. Value At Risk methodology

 
The candidate will also have responsibilities on a daily basis to a range of areas:
 
. Analyze and extend our analytics regression tests to ensure complete and efficient coverage for all analytics engine statistics and asset types.

. Develop and extend independent validation tools and documentation used to ensure accuracy for all numbers produced by our analytics engines.

. Work with the Risk Research and Analytics Development teams to evaluate manual and regression test differences, check requirements, and extend test case coverage.

. Create and maintain appropriate documentation on all processes and procedures.

. Develop efficient test processes to support the production teams and maintain appropriate documentation

. Ensure that all daily test processes are completed successfully and resolve problems with the assistance of the research and development teams.

. Assist in streamlining and improving the daily test processes.

 
 
DESIRED EXPERIENCE AND QUALIFICATIONS: 
 
. Masters degree or PhD with focus in finance or a degree in mathematics, physics, statistics, or another quantitative field with a strong knowledge of finance OR quantitative BA plus five years relevant experience

. Must be willing to work in a global team environment and able to move things forward on projects via strong written and oral proficiency in English.

. Creativity in problem solving for validation of complex models/algorithms – sometimes not closed-form 

. Experienced with Matlab and/or Excel programming

. Interest working in an environment that combines finance and technology. This position includes maintenance of regression machines so strong interest/comfort working with software and technology is a must. Familiarity with xml a plus. C and/or Java a plus

. Adapts quickly and easily to working within a rapidly evolving state-of-the-art software architecture

. Comfortable working in a team and bringing people together across teams. Should enjoy working with technical people (software engineers and researchers) as well as business people (sales, account management, and product management).

. Strong sense of ownership in testing not just to specification but to real world financial cases – interest and knowledge of the market a plus Outstanding mathematical and analytical skills 

. Detail oriented and logical thought process

. Working experience with Equity or Fixed Income portfolio management a plus

. Chartered Financial Analyst (CFA) a plus

. Formal QA-process training a plus 

mail:cheryl.deng@