Index Engineer (Quant)

Job description

Job Description

S&P Dow Jones Indices

The Role: Index Engineering is a global team responsible for developing and launching indices at S&P Dow Jones Indices. This role encompasses full life cycle of index development and suits an individual who is highly analytical, creative and possesses an attention to detail.

The key responsibilities include:

• Develop calculation prototypes and test cases for new indices.
• Perform test calculations and reconciliation of the results with clients.
• Analyze, develop, and implement indices onto our strategic python-based platform.
• Create and review index methodologies.
• Understand the industry & regulation; provide compliance guidance to clients.
• Support operation team in launching, ongoing delivery and overall quality of service.

The Team: The Index Engineering team is responsible for prototyping, building, and launching indices across various asset classes. The team is responsible for the full life cycle of the index development process as well as interfacing with clients, and internal stakeholders to ensure successful product delivery.

The Impact: Each index built and launched by the team contributes to SPDJI's mission, market strategy and revenue goal directly. Innovative solutions designed and engineered by the team continuously expand capabilities to serve the investment communities with speed and quality.

What's in it for you:

• This role provides an opportunity to understand and implement cutting edge index products.
• This role will offer the opportunity to connect with stakeholders from all aspects of SPDJI's business and a direct connection to a wide variety of client and product types.
• This role allows to work with a highly collaborate and creative global team of financial engineers for continuous learning and person growing.

What We're Looking For:

Basic Qualifications:

• A master degree in math, finance or other related quantitative discipline
• Knowledge of Fixed Income and other asset classes, including equities, FX and commodities
• Knowledge of index construction process and methodologies, including back-testing and optimization
• Experience with an asset management context a big plus
• Excellent analytical and problem solving skills
• Advanced skills in Excel, proficiency with Microsoft Office.
• Must be able to work independently on multiple projects with minimal direction or supervision.
• Possess a high level of attention to detail, focusing on the quality of projects.
• Must be able to demonstrate excellent analytical and quantitative capabilities to solve original, non-routine problems in a timely and insightful manner.
• Excellent written and verbal communication skills and the ability to coordinate with clients and colleagues globally.
• 7-10+ years of professional experience in indices or similar role.

Preferred Qualifications:

• Strength in quantitative analysis including optimization.
• Advanced technical ability with Python.

The Location: London