- Working in close tandem with global structuring desk facing aggressive deadlines for index development and maintenance
- Working on developing new ideas and strategies for Index business
- Work in close collaboration with the global teams to develop scripts for indices across various asset class
- Ensuring correct publication of indices and supporting queries regarding legacy calculators
- Development of new indices/features in legacy platforms
- Enhancement and bug fixes for Index development platform
- Bespoke analysis for client and trading queries
- Overseeing the ongoing performance of deployed indices through reactive and proactive support, monitoring and reporting
Skills required:
- Programmers who specialize in Fixed income products
- Strong communication and interpersonal Skills
- Programming experience with one or more of C, C++, Python
- Mastered advanced mathematics and statistics (i.e. probability theory, time series, econometrics, optimization), with core expertise in machine learning theory, techniques and tools