Fixed Income Index Design recruitment
Duties accountabilties:
-The development of new benchmark and tradable bond indices in conjunction with key index stakeholders.
-Undertaking analysis of markets and data collection, researching and developing new index methodologies.
-Extensive modeling of index methodologies in order to produce index constituent list and weights, and to back-test results.
-Attend client meetings and conference calls with salespeople to present the current thoughts and ideas of Indices to understand and manage client requirements.
-Being able to deliver complex projects involving sales, product specialist and implementation teams.
-Writing of index specification guides, fact sheets, operating manuals and business cases.
-Index setup and calculation: develop calculation prototypes and test cases for new indices; perform test calculations and reconciliation of the results with clients.
Quality control: daily checks and testing of index calculation and output files around the release of new indices