Fixed Income Quantitative Specialist
Core
Designing and implementing backtests, leading quantitative fixed income index research and analysis, and supporting client engagement programs for FTSE Russell's FICC products.
Role type
Senior IC quantitative product researcher (fixed income)
Builds
Systematic and thematic fixed income, currency, and commodities indices and benchmark products
Domain
Financial services / Fixed Income / Quantitative Research
Deliverable
production ML models | product features
Required skills
Python, Matlab, Excel, VBA, financial data engineering, quantitative research, mathematics, financial modelling, portfolio construction, backtesting, index management
Preferred skills
None explicitly stated
Technologies
Python, Matlab, Excel, VBA
Responsibilities
Generate simulations, backtesting analysis, and index prototypes; Engage with key client segments to educate on FTSE capabilities and support product adoption; Contribute to research and analysis for new white papers in systematic Fixed Income; Act as a subject matter expert to stakeholders; Liaise with teams to establish a client feedback loop for product strategy; Collaborate on the development and launch of fixed income, currency, and commodities benchmark products; Contribute to the benchmark index product development process; Support the development of global fixed income, currency, and commodities product strategies; Collaborate on webinars and digital marketing activities.
Seniority
Senior Associate