Your Team Responsibilities

Your team provides technical product expertise and industry insights. In this role, you will be working with members who contribute to a smooth and effective pre-sales process by demonstrating MSCI’s value proposition through compelling use-case examples and in-depth analysis across multiple asset classes.

Your Key Responsibilities

You will produce findings that can either be published, or presented to end clients.

As an intern, you will collaborate with multiple teams across MSCI to conduct meaningful analyses leveraging MSCI’s suite of factor risk analytics, indexes, and other proprietary datasets. Your work may involve exploring areas such as alpha signal discovery, factor model validation, or dynamic model characterization under varying market conditions.

You are encouraged to think creatively—borrowing concepts from market regime detection, macroeconomic indicators, or sparse modeling techniques—to investigate innovative ways to interpret or enhance investment signals, especially in volatile or structurally changing market environments.

In addition, you will utilize internal AI functionalities to:

• Learn MSCI products through interactive and AI-assisted methods.
• Support automation or research through coding, scripting, or documentation generation.
• Experiment with AI use cases such as data parsing, model documentation, or natural language summarization.
• Creative use of AI to drive MSCI models to be windely known in Japan.

You will be expected to summarize your findings on AI usage, share feedback on its limitations or strengths, and optionally propose or prototype a lightweight AI tool that may support internal workflows, documentation enhancement, or decision analytics.

Your skills and experience that will help you excel

• Someone who enjoys intellectual and analytical challenges
• Bachelor’s Degree required ideally from engineering/mathematical background. Ideally MBA, or Masters Degree in a quantitative science, i.e. Finance and/or Phd
• Professional qualifications ideally CFA charter holder, FRM (Financial Risk Manager)
• Experience with RiskMetrics and Barra models would be considered a plus

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