• First point of contact on key aspects of the account relationship lifecycle including setup, implementation, and production support for Barra and RiskManager clients• Assist clients with portfolio optimization, back-testing, return/risk attribution, time-series performance attribution, and stress testing for equity, fixed income, or multi-asset portfolios using Barra • Build customized workflows and analytics dashboards to satisfy client reporting needs or ad hoc requests• Collaborate with internal teams to enhance MSCI analytics offerings by incorporating client feedback• Facilitate client engagement by providing training or demos of MSCI’s solutions to existing clients and prospects to support pre-sales team• Support clients with API programming using Python to automate and improve workflows' run times• Set up client meetings to present research materials about key investment themes and product enhancements• Generate customized risk reports identifying sources of factor risk and portfolio performance• Build position reports showing key portfolio risk attributes• Produce automated dashboards and ad hoc reports, including point-in-time return and risk attribution, peer portfolio analysis, and time series factor performance• Assist clients with various equity quantitative research projects, including alpha testing/research, portfolio construction optimization, sensitivity optimization, factor analysis, scenario analysis, and portfolio screening• Work with Dev team to identify and implement product improvements or debug source code

• Validated Quantitative Models related to Credit Risk, Market Risk, Liquidity Risk, Concentration Risk, Insurance and Pension models for assessing the adequacy of risk capital and estimated losses for regulatory and business requirements• Wrote validation reports/presentations covering detailed usage and implementation of all aspects of the model• Performed quantitative techniques to validate model performance in stressed macroeconomic scenarios for regulatory compliance and business applications• Conducted analysis to assess inputs, assumptions, limitations, model mathematical formulation, and output• Applied sensitivity analysis and backtesting as metrics to ensure the proper functioning of quantitative models

• Assessed loan applications and assisted the underwriting process evaluating entrepreneurs’ business operations• Directed entrepreneurs through fundraising to securing over $40k in funding for US small businesses• Represented Kiva to audiences between 10-200 people at workshops, business events, and information sessions

• Validated contingent claims valuation model calibrated to GSEs balance sheets to estimate cost to tax payers• Produced dynamic tool for researchers and general public to learn Fannie Mae and Freddie Mac (GSEs) background and Housing Finance Reform proposals; presented to team, including Directors of the Center• Analyzed Housing Finance Reform proposals and debated impact on primary mortgage rates and GSEs’ preferred shares

• Backtested and validated trading strategies with robust risk hedging properties using 40 years of data, including Constant Proportion Portfolio Insurance, Moving Average Convergence/Divergence and Managed Volatility, to hedge tail risks using R• Assessed strategies’ performance using cumulative return, maximum drawdown, information ratio, Sharpe ratio, Value at Risk, kurtosis and tracking error under different stress scenarios• Delivered team written report and presentation to the multi-asset allocation team

Research Experience• Formulated macroeconomic commentaries for clients, fixed income/foreign exchange strategy team and sales/trading desks in collaboration with Mexico and Canada Chief Economist by tracking monetary and fiscal policies, among other• Monitored macroeconomic data releases and evaluated impact on forecasts, including Central Bank rate, inflation, GDP• Collaborated on 100+ recurring macro research thematic reports on topics including monetary and fiscal policy, inflation• Evaluated impact of 2016 US election and 2018 presidential election in Mexico on GDP, inflation, retail sales, investment • Created marketing materials to present research products on Mexican/Canadian macroeconomics for meetings with institutional investors• Mentored incoming research economist for 3 weeks and provided guidance on major responsibilities of the job Modeling and Quantitative Experience• Programmed R algorithm to aggregate 16 projected CPI inflation components to perform sensitivity analysis for 24 months ahead based on different scenarios for energy prices and FX pass-through to merchandise prices• Improved efficiency by upgrading time series models to forecast macro indicators including inflation and retail sales • Assessed sensitivity of Mexico's current account and FX for NAFTA renegotiation scenarios in thematic report• Estimated Mexican gasoline prices based on Energy Information Administration data and Ministry of Finance guidelines• Analyzed Canada's economy, credit, and housing market and their relevance for Bank of Canada Monetary Policy for report