Lead, Index Engineer (Quantitative Development)
Core
Develop, prototype, and launch financial indices across various asset classes, managing the full lifecycle from calculation to client delivery.
Role type
Lead Index Engineer (Quantitative Development)
Builds
New financial indices and calculation prototypes for the investment community
Domain
Financial markets, asset management, index construction
Deliverable
production ML models | product features
Required skills
Index construction methodologies, fixed income and asset class knowledge, back-testing and optimization, Python, Excel, quantitative analysis, regulatory compliance understanding
Preferred skills
Quantitative optimization, advanced Python technical ability
Responsibilities
Develop calculation prototypes and test cases for new indices, perform test calculations and reconcile results with clients, analyze and implement indices on a strategic platform, create and review index methodologies, provide compliance guidance to clients, support operations in launching and delivering indices
Seniority
Senior, hands-on IC with leadership scope