Quant jobs / MSCI

Quantitative Developer – Private Markets Performance

A developer role building the return-calculation engine for private markets performance measurement at an index and analytics provider. The work stresses exact, auditable numerics.

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.

Implement time-weighted, Modified Dietz and IRR return methods as auditable functions
Build the NAV roll-forward so it reconciles to underlying flows and marks
Write golden-value regression tests, including adversarial timing edge cases
Specify and check gross-to-net and benchmark-relative calculations

What they ask for

Required

Performance measurement systems
Numerical methods and floating-point care
Python or a typed language (Go, Kotlin, Scala)
TWR versus IRR understanding
Test-driven development
5+ years in performance systems

Preferred

GIPS compliance experience
Private markets performance

Education: Not stated
Experience: 5+ years building performance measurement systems in asset management or fund administration
Languages and tools: Python
Go
Kotlin
Scala

How to prepare

Implement TWR, Modified Dietz and IRR in Python and show when they diverge
Build a NAV roll-forward that reconciles exactly to cash flows, with tests
Study the GIPS standards summary and private markets metrics such as TVPI and DPI
Write adversarial test cases for cash flows on period boundaries

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.