Job Purpose:
- You will be part of a new business growth initiative with opportunities to: cultivate expertise in fixed income asset class; sharpen modeling skills; develop product management expertise; and contribute to market leading index creation and development.
Your Responsibilities:
- This role would also involve modeling, analyzing and implementing the index strategy
- Feasibility studies and scenario analysis to study the viability of new products (such as Smart Beta) and tail risk scenarios
- The team manages thousands of indices that cover global markets primarily in the fixed income space
- Although the day-to-day operations are managed by a separate operations group (Calculation agent), this role requires oversight and involvement in operational aspect in order to maintain product integrity
- This role requires deep understanding of the product (rules, bonds, market structure, macroeconomics etc.) and oversight of the product to maintain product dependability and applicability
- The candidate would work with both internal and external clients to educate them on structural and tactical changes in the index products and the associated implications for the relevant markets resulting from these changes
- Harnessing the potential of our proprietary data assets to deliver innovative content and differentiating analyses
- Building strong relationships with clients and our partners in Trading, Sales, Research, QR, Data Science, and Technology
- Core part of index management responsibility is ensuring that all processes are efficient and aligned with technical framework
- Managing multiple high profile deliveries simultaneously through effective project management.
Skills and Qualifications:
- Minimum education and requirements: Bachelor’s degree or equivalent in Economics, Finance, Mathematics, or related field
- Experience in Indexing space (benchmarks or strategy) is preferred. Quantitative or technology related work experience in financial services is a plus
- Prior index experience a plus
- In depth understanding of fixed income concepts, bond math, financial products, analytics, and an awareness of market events
- Knowledge and experience in statistical modeling, time series, stochastic calculus, probability theory and numerical methods
- Strong quantitative problem solving skills and experience with application of numerical techniques to modelling Excellent quantitative programming skills in R or Python (a plus) Experience with Monte-Carlo, Quantitative finance Experience implementing, integrating and deploying financial models end-to-end
- Superb organizational skills, decisive priority management, strong teamwork ethic, excellent verbal & written communication skills, ability to think locally and execute globally
- Strong communication skills (both written and verbal)
- Must have a minimum of five years relevant experience.
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