Responsibilities:
- Establish a vibrant, high-performing R&D culture that delivers innovative investment solutions through a defined research process.
- Partner with research teams to transform Indxx’s intellectual property into investor-centric Indexes.
- Responsible for the development life cycle: ideation, data analysis, index design and back- testing.
- Develop strategic beta indexes across asset classes and multi-asset investment products based on sound investing concepts like modern portfolio theory, multi factor models etc.
- Acquire deep understanding of research ecosystem including Equity Research, Quantitative Equity Research, Credit Research, Manager Research and leverage the proprietary information in product development process.
- Be well versed in the Index database and possess the ability to obtain or derive new data points to power product development efforts.
- Assist global NPD team with ideation & implementation of advanced portfolio construction techniques like portfolio optimization, regression-based solutions, etc.
- Conduct performance attribution such as Brinson analysis, Fama-French attribution, etc. on resultant portfolios to isolate its key drivers of risk and return.
- Create and test additional tools and metrics in research platform for evaluating efficacy of investment solutions, increase efficiency and minimize errors in development and calculations.
- Monitor and evaluate new developments and global trends in the index and ETF industries.
Requirements:
- Bachelor’s degree in a quantitative, financial discipline, or engineering; a CFA, MBA or graduate degree in a quantitative or financial discipline is preferred.
- Knowledge of institutional investing, modern portfolio theory and portfolio construction processes.
- Hands-on analytical and quantitative skills (e.g., econometrics) and practical experience with programming and database packages.
- Proven track record of building and motivating teams.
- Ability to communicate effectively with global clients and internally.
- Excellent oral and written communication and presentation skills including ability to distill complex ideas into simple explanations.
- 5+ years of relevant professional experience.
