Lead, Index Engineer (Quantitative Development)
Core
Develop, prototype, and launch financial indices across asset classes (fixed income, equities, FX, commodities) using a strategic Python-based platform.
Role type
Senior IC 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, equities, FX, commodities, Python, Excel, regulatory compliance
Preferred skills
Master's degree in math/finance, advanced quantitative analysis
Technologies
Python, Microsoft Office
Responsibilities
Develop calculation prototypes and test cases; perform test calculations and reconcile results with clients; analyze and implement indices onto the strategic platform; create and review index methodologies; provide compliance guidance; support operations in launching and delivering indices
Seniority
Senior, hands-on IC