This role will have responsibility for developing platforms and indices in a client-drive manner. The primary focus is based on new index development with a particular focus on using Python to implement index strategies across themes, strategies and asset classes. This role will require both strong quantitative finance and programming skills.
- Develop and implement Python software for back-testing and index portfolio construction
- Enhancement of software platform calculation capabilities
- Work closely with clients for the implementation of custom index solutions.
- Develop controls, checks and balances to ensure harmonious ongoing management of indices
- Use of 3rd party software and analytics platforms to validate new index concepts.
- Degree in mathematics, finance or engineering with minimum of 8 years working experience in quantitative role within a bank or asset management firm.
- Working experience programming in Python3 with a focus on quantitative libraries such as Numpy/Scipy/Pandas.
- Understanding of Object Oriented Programming as well as Test Driven Development (TDD) methodologies.
- Strong math background, comfortable with concepts like linear algebra, optimization and working with complex financial models.
- Experience with data vendor terminals (e.g. Reuters, Factset or Bloomberg).
- Working knowledge of SQL will be advantageous.
- Strong problem-solving experience, analytical, project management, and communication skills a must.
- Ability to multi-task and work in an agile fashion
- Ability to work independently, detail orientated and completes tasks timely and accurately
- The individual must have strong organizational skills and the ability to manage multiple projects with competing demands for resources.