Index Research
About the position
Responsibilities
• Analyze numerous index families globally and passive assets linked to those indices.
• Develop complex actionable strategies around index events.
• Assess potential index rebalancing changes and calculate expected imbalances.
• Handle time-sensitive requests involving data gathering and advanced data analysis.
• Present results and provide written summaries for internal and external circulation.
• Develop and implement innovative opportunistic and tactical asset strategies for various exposures.
• Create index/passive strategy content and drive client interactions.
• Generate periodic publications with customized analysis for clients.
• Participate in producing various research papers and daily/weekly publications targeting clients.
Requirements
• Master's degree in Financial Mathematics, Finance, Mathematics, or related field plus 3 years of experience in the job offered or as Index Research Analyst, Quantitative and Derivatives Strategist, or related occupation.
• Alternatively, a PhD in Financial Mathematics, Finance, Mathematics, or related field plus 1 year of experience in the job offered or as Index Research Analyst, Quantitative and Derivatives Strategist, or related occupation.
• Experience in building and maintaining Excel Macros.
• Utilizing statistical functions in Excel to handle large sets of data.
• Using Excel API addins and charting in Excel.
• Using pivot tables in Excel and VBA coding.
• Analyzing tradeable delta one financial market instruments including Indices and Futures.
• Publishing quantitative investment research and strategies for Asian equities.
• Python coding in index rebalance analysis.
• Performing statistical modeling with equity market instruments including Stocks, options, futures, and ETFs.
• FTP site management, Factset, Bloomberg, SQL, R, Tableau.
• Applying index methodologies for the MSCI, S&P, FTSE, and Russell index families.
Benefits
• Competitive total rewards package including base salary and performance bonuses.
• Telecommuting permitted up to 20% of the week.
Apply Now
Apply Now
Responsibilities
• Analyze numerous index families globally and passive assets linked to those indices.
• Develop complex actionable strategies around index events.
• Assess potential index rebalancing changes and calculate expected imbalances.
• Handle time-sensitive requests involving data gathering and advanced data analysis.
• Present results and provide written summaries for internal and external circulation.
• Develop and implement innovative opportunistic and tactical asset strategies for various exposures.
• Create index/passive strategy content and drive client interactions.
• Generate periodic publications with customized analysis for clients.
• Participate in producing various research papers and daily/weekly publications targeting clients.
Requirements
• Master's degree in Financial Mathematics, Finance, Mathematics, or related field plus 3 years of experience in the job offered or as Index Research Analyst, Quantitative and Derivatives Strategist, or related occupation.
• Alternatively, a PhD in Financial Mathematics, Finance, Mathematics, or related field plus 1 year of experience in the job offered or as Index Research Analyst, Quantitative and Derivatives Strategist, or related occupation.
• Experience in building and maintaining Excel Macros.
• Utilizing statistical functions in Excel to handle large sets of data.
• Using Excel API addins and charting in Excel.
• Using pivot tables in Excel and VBA coding.
• Analyzing tradeable delta one financial market instruments including Indices and Futures.
• Publishing quantitative investment research and strategies for Asian equities.
• Python coding in index rebalance analysis.
• Performing statistical modeling with equity market instruments including Stocks, options, futures, and ETFs.
• FTP site management, Factset, Bloomberg, SQL, R, Tableau.
• Applying index methodologies for the MSCI, S&P, FTSE, and Russell index families.
Benefits
• Competitive total rewards package including base salary and performance bonuses.
• Telecommuting permitted up to 20% of the week.
Apply Now
Apply Now