MSCI - Quantitative Index Management

QUANTITATIVE INDEX MANAGEMENT

ABOUT MSCI Inc.

- MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indices, portfolio risk and performance analytics, and governance tools.

- The company’s flagship product offerings are: the MSCI indices which include over 120,000 daily indices covering more than 70 countries; Barra portfolio risk and performance analytics covering global equity and fixed income markets; RiskMetrics market and credit risk analytics; ISS out-sourced proxy research, voting and vote reporting services; CFRA forensic accounting risk research, legal/regulatory risk assessment, and due-diligence; and FEA valuation models and risk management software for the energy and commodities markets. MSCI is headquartered in New York, with research and commercial offices around the world.

- For further information on MSCI, please visit our web site at www.msci.com

- We are currently seeking someone to join the “Quantitative Index Management” team in Mumbai.

QUANTITATIVE INDEX MANAGEMENT

Position Overview:

The MSCI Quantitative Index Management Team is part of the MSCI Index Research Group and is responsible for the management and enhancements of all MSCI Quantitative or Rules based Indices such as MSCI Style, Risk Premia, Thematic, Strategy and ESG Indices. The Index Research Group is currently located in Geneva, Hong Kong, and Mumbai.

MSCI Index Management Team in Mumbai is responsible for:

- Managing and enhancing the MSCI Style, Risk Premia, Thematic, Strategy and ESG Indices incl.:

- Monitoring developments in the investment management process globally, including new trends and styles in portfolio management, investment styles and asset allocation

- Researching and recommending methodology enhancements in close consultation with leading investment management firms

- Maintaining and rebalancing the indices in accordance with the index methodology

- Collaborating in the research and development of new index products with the New Product Development team.

Job Responsibilities:

- Index construction and maintenance for the various Style, Risk Premia, Thematic, Strategy and ESG Indices including the quarterly and semi-annual rebalancing of indices, , the analysis and recommendation of securities for index additions and/or deletions

Monitor developments in the investment management process and evaluate the continued relevance of the MSCI index methodologies in line with trends in investment styles. Recommend methodology enhancements in close consultation with clients and investment managers.Prepare and present various index methodological reports to the equity decision committees, participate in product enhancement and product development efforts

Desired Experience and Qualification:

- Minimum of 4 years relevant work experience (e.g., equity research, investment management)

- Bachelor’s Degree in finance, econometrics or science/engineering field

- CFA, FRM, MBA or M Sc is an advantage

- Good understanding of equity analysis and equity investment process. Understanding of investment style such as value/growth investing, low volatility investing etc. Familiarity with quantitative investment approaches such as portfolio optimization, long/short, leveraged positions etc is a plus.

- Familiarity with Institutional Investment Practices and Buy Side Portfolio Management concepts

- Advanced Microsoft Excel knowledge. Good knowledge of VBA is a plus. Knowledge of Matlab and SQL preferred.

- Familiar with investment research and data vendors (e.g., Bloomberg, Reuters, Factset, risk and portfolio management systems)

- Excellent interpersonal, communication and presentation skills