Instrument Modelling Senior Specialist

Key Responsibilities

Instrument Modelling and Analytical Frameworks

Analyse financial instrument structures including fixed income, derivatives, FX, and multi-asset overlays

Ensure accurate representation and valuation of instruments within the MSCI risk framework

Identify gaps or deviations in instrument coverage and work with vendors and internal teams to enhance model configurations

Data Modelling

Model securities and attributes to support accurate risk representation such as duration, convexity, credit ratings, and pricing

Apply appropriate modelling methodologies for complex instruments including derivatives, structured products, and alternative investments

Reconciliation and Issue Resolution

Investigate rejected, invalid, or inconsistent data feeds

Resolve data discrepancies through collaboration with operations, data management, and technology teams

Risk and Attribution System Support

Ensure securities are correctly configured for risk calculations including VaR, stress testing, and scenario analysis

Support system enhancements, testing, and data integration initiatives

Stakeholder Communication

Provide regular updates on data issues, investigation progress, and resolutions

Partner with portfolio managers, risk teams, and performance teams to ensure attribution accuracy

Project Deliverables

Contribute to organisational change initiatives and onboarding of funds onto the attribution and risk platforms