Quant Developer - Index Development - Investment banking

One of our clients is a global investment bank with presence across globe and rapidly growing their quants team in Mumbai, India.

Hence, looking to hire potential candidate with at least 1+ years of multi asset index development by using Java / C++ / Python.

Key responsibilities:

- Support for new equity and multi-asset index development - back testing, coding, tweaking codes etc.

- Development of processes to improve index support, e.g., scripts to aid debugging, index code refactoring and standardization.

- Index oversight - Daily monitoring of the complex indices & resolving calculation issues (data problems, calendar errors, common code errors etc.)

- Overseeing Index rebalance processes for client directed strategies

- Minor modifications to existing live indices e.g., new cost structures, universe changes, minor methodology adjustments

- Index Description drafting for minor adjustments, Repeat Index Launch Form completion

Key essential to qualify for this role:

- Qualified Engineering Degree

- Hands-on experience in Java (or C++) and Python in the library of a front office team.

- KDB database knowledge is a plus