Quant jobs / MSCI

Equity Index Quant Research Specialist

A research role in a team that designs and maintains custom factor, thematic, climate and ESG indexes. You study investment trends and propose methodology improvements with asset managers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Monitor trends in portfolio management and investment styles to find index ideas
Research and recommend improvements to index methodologies
Analyse index behaviour with Python and Excel and present results
Work with data vendors and portfolio systems to source and check data

What they ask for

Required

Equity analysis and investment process
Buy-side portfolio management concepts
Python
Excel and PowerPoint
Data vendors (Bloomberg, FactSet)
Communication and presentation

Preferred

VBA
MATLAB or SQL
Modular code design

Education: Not stated
Experience: Not stated
Languages and tools: Python
VBA
MATLAB
SQL
Excel
Markets: equities

How to prepare

Build a long-only factor index (value, momentum or quality) with rebalancing rules in Python
Study index methodology documents and replicate one index's weighting and capping rules
Learn portfolio attribution and turnover or capacity analysis
Practise summarising research findings in a short slide deck

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on MSCI’s site before applying: requirements, location and pay can change after we check them.

View the posting on MSCI’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with MSCI and doesn’t handle applications.