Quant jobs / MSCI

Fixed Income Investment Strategist

MSCI seeks a fixed-income strategist who combines macroeconomic research with quantitative portfolio analysis. The work supports rates, credit and sector positioning through market research and scenario modelling.

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.

Analyse central-bank decisions and yield-curve developments.
Model duration, convexity and spread exposures.
Develop stress scenarios and relative-value recommendations.
Explain portfolio implications in research and client presentations.

What they ask for

Required

Fixed-income research
Interest-rate and credit markets
Portfolio risk analysis
Quantitative modelling
Excel
Clear investment communication

Preferred

Master’s or MBA
CFA progress
Python or R
Global bond-market experience

Education: Bachelor’s degree in finance, economics or a quantitative subject; a master’s degree or MBA is preferred.
Experience: At least five years in fixed-income research, strategy, portfolio work or capital markets.
Languages and tools: Excel
PowerPoint
Bloomberg
FactSet
ICE Data Services
Python
R
MATLAB
SQL
Markets: fixed-income, credit

How to prepare

Measure duration and convexity for a bond portfolio.
Compare yield-curve scenarios and credit-spread shocks.
Build a risk attribution note connecting macro views to portfolio exposures.

What to study

The Rates 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.