Gain exposure to alternative data sets, sophisticated portfolio construction techniques, and a broad range of quantitative methods in finance.
Interact with a wide range of strategic global clients encompassing asset owners, asset managers, ETF providers, exchanges and investment banks.
Assigned to global cross-functional teams offering opportunities to work closely with many divisions and people across the business.
Opportunity to contribute to the construction of new R&D python-based platforms to help enable a more effective and efficient environment for the team.
Responsibilities:
Support in the research and design of new indices
Understand and transform complex datasets
Run historical time-series simulations (backtests) to evaluate new index concepts and their delivery of index objectives
Prepare and update presentation slides for internal and external events
Utilize programming skills in a proficient manner to ensure robust and efficient index design and support internal platforms
Write finalized index methodology documents for external use
What We’re Looking For:
Degree in computer science, math, engineering, economics, or finance strongly preferred.
Knowledge of Python and/or similar strongly preferred.
Commitment to studying the CFA
Must be able to demonstrate excellent analytical and quantitative capabilities to solve original, non-routine problems in a timely and insightful manner
Must be able to work independently and in collaboration with other team members multiple projects.