Lead, Index Engineer (Quantitative Development)
Core
Develop, prototype, and launch financial indices across asset classes (fixed income, equities, FX, commodities) for the investment community.
Role type
Senior quantitative index engineer
Builds
Production financial indices and calculation prototypes
Domain
Financial markets / Quantitative finance
Deliverable
production ML models | product features
Required skills
Index construction methodologies, back-testing, optimization, fixed income knowledge, equities, FX, commodities, Python, Excel, analytical problem solving, regulatory compliance
Preferred skills
Master's in math/finance, advanced quantitative analysis, asset management context experience
Technologies
Python, Microsoft Office
Responsibilities
Develop calculation prototypes and test cases for new indices; Perform test calculations and reconcile results with clients; Analyze, develop, and implement indices onto the strategic platform; Create and review index methodologies; Provide compliance guidance to clients; Support operations in launching and delivering indices
Seniority
Senior, hands-on IC