Index Research

🌍 Remote, USA 💹 Full-time 🕐 Posted Recently

Job Description

About the position

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.

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.