Agnes Grunfeld, CFA

Vice President @ MSCI Inc.

About

Quantitative financial software executive with extensive experience in equity and fixed income markets. Expertise in developing, validating, and maintaining models for various dimensions of investment risk assessment. Able to bridge quantitative and non-quantitative worlds to work with developers, customers, sales and marketing, and make complex topics understandable.

Country

United States

City

New York

Industry

Financial Services

Skill

Quantitative Analysis, Fixed Income Analysis, Statistical Modeling, Customer Service, Product Development, Quantitative Analytics, Trading, Financial Markets, Equities, Risk Management, Investments, Bonds, Securities, Financial Services, Strategy, Portfolio Management

Experience

Vice President

MSCI Inc.

2014-8 - Present · 12 yrs 2 mos

Greater New York City Area

Product development and sales support for forensic accounting and governance risk analytics.

Managing Director

GMI Ratings

2010-12 - 2014-8 · 3 yrs 9 mos

New York, NY

Product development and sales support for forensic accounting and governance risk analytics.

Managing Director

Audit Integrity

2004-6 - 2010-12 · 6 yrs 7 mos

New York

Product development and sales support for forensic accounting and governance risk analytics.

Vice President

Citi

1998 - 2004-5 · 6 yrs

New York, NY

Fixed Income quantitative analysis. Portfolio and Risk Management for municipal bond, corporate bond, MBS, CMBS, and CMO trading desks. Customized solutions to portfolio management projects for Asset Management clients. Assisted in professional development of junior members of the quantitative team.

Senior Consultant

Capital Management Sciences

1991 - 1998 · 7 yrs

Greater New York City Area

Senior consultant specializing in modeling issues and advanced fixed income investment applications including optimization, benchmark management, scenario stress testing, performance attribution. Expertise in complex fixed income securities and financial markets.

Senior Vice President

L.F. Rothschild Unterberg Towbin Co.

1981 - 1989 · 8 yrs

New York, NY

Sales, trading, and customer support in quantitative fixed income models including duration matching and cash flow matching portfolio construction. Established and maintained a Corporate Bond data base with weekly pricing. Credit research analyst covering industrial bond issuers.