Job purpose:
- IHS Markit is looking for an experienced professional with quantitative/investment background to join the Index Research & Design team in Frankfurt
- The role encompasses the full lifecycle of index product development, from idea generation, market research, prototyping, client validation, product development, and coordination with other internal teams to ensure successful index launch
- The individual will be part of a team that creates intellectual capital for IHS Markit and have ownership and responsibility of the index design process.
Your Responsibilities:
- Research and analysis of Environmental, Social and Governance (ESG) principles, data and regulation and designing new index methodologies
- Development of new benchmark and tradable index solutions in conjunction with key internal and external stakeholders
- Extensive modelling of index methodologies in order to produce index constituent list and weights, and to back-test results
- Analysis of new ESG data sets and factors from internal and external sources
- Writing of index specification guides, fact sheets, operating manuals and business cases
- Attend client meetings and conference calls to present the current thoughts and ideas of Markit Indices and to understand and manage client requirements
- Index setup and calculation: develop calculation prototypes and test cases for new indices; perform test calculations and reconcile the results with clients
- Quality control: checks and testing of index calculation and output files around the release of new indices.
Skills and Qualifications:
- Previous experience in the similar field
- A degree in a quantitative discipline such as economics, financial engineering or statistics
- Detail-oriented problem solver with strong analytical skills, ideally with previous experience in the fixed income markets
- A keen interest in the developments and trends within financial markets in areas such as fixed income, asset management and ETFs
- Demonstrated interest in corporate governance, ESG principles and financial markets (previous experience with ESG data sets or regulation is a plus)
- Knowledge of fixed income securities
- Understanding of other asset classes is an advantage
- Strong programming skills in Python and SQL
- Excellent skills in Microsoft Excel and other standard office software
- Strong communication skills and ability to work in a global, multi-cultural environment and communicate with a global customer base
- Commercial awareness of the business, its index products and clients, and the commercial opportunities surrounding ESG products.
Source: for more information click here.
