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 tot his job Apply To this Job