- The successful candidate will be a key member of the Index NPD Research team and will be based in London
- The candidate will be expected to take on complex new index research projects and contribute to their success from initial concept through research, development, client consultation and production implementation
- The candidate will have particular exposure to the Index NPD team’s efforts with sell-side clients and structured products providers
- This is a practical, hands-on role: the candidate will carry out their own extensive back testing, research and analysis of index strategies using historical market data, Barra factor models and portfolio construction tools to build new indexes and generate investment insights
- The candidate will work closely with clients through meetings and consultations to refine new index ideas so they meet the clients’ investment challenges or capture client investment strategies
- The candidate will be required to represent the research aspects of our new index product offerings in client and prospect meetings.
- Understanding of equity and fixed income investment processes, and investment styles such as value/growth investing, factor investing, thematic strategies etc
- Familiarity with quantitative investment approaches such as portfolio optimization, long/short, leveraged positions etc is an advantage
- Familiarity with sellside quantitative strategy structuring within equities as well as in multi-asset
- Highly developed hands-on analytical and quantitative skills (e.g., time series and cross-sectional analysis) and extensive recent practical experience with statistical and database packages (for example Matlab, SQL, Python, R etc)
- Familiarity with machine learning and natural language processing techniques is an advantage
- Familiarity with institutional investment practices and particularly sell-side products
- Familiar with investment research and data vendors (e.g. Worldscope, Reuters, Factset, risk and portfolio management systems)
- Excellent interpersonal, communication and presentation skills
- Experience of writing technical and research reports
- Knowledge of other major European languages is an advantage.
Skills and Qualifications:
- Extensive relevant work experience e.g., investment management, structured product development, quant structuring, investment research etc – 3-5 years
- Experience of, or exposure to, structuring, sellside product development and ETF development strongly preferred
- Graduate degree in finance, statistics, science or another highly quantitative subject preferred
- CAIA, FRM or charterholder/advanced exam status for CFA is an advantage.
Source: for more information click here.
- Experience 3-5 Years