S&P Global-posted 11 days ago
$160,000 - $215,000/Yr
Full-time • Mid Level
New York, NY
5,001-10,000 employees
Administrative and Support Services

The Global Research & Design group at S&P Dow Jones Indices is looking for a quantitative associate director with a strong background in mathematics and computer programming to support the global research team. The team is responsible for the conceptualization and design of new indices for S&P Dow Jones Indices, and the creation of research to provoke thinking on new passive investment concepts. The team serves as an innovator and thought leader within and outside the organization. You will handle all aspects the research and design process for equity factor and dividend indices which involves generating investment ideas, gathering and cleansing data, back-testing strategies, running index analytics, finalizing index methodologies, preparing presentations, and publishing research papers. You will have significant independence and flexibility in index design projects, with direct exposure to other R&D team members working in the US, Europe, and Asia as well as a global client base, during each project development phase.

  • Perform portfolio construction, back-testing, and quantitative analysis of various index strategies.
  • Present strategies and analysis to internal groups and external clients
  • Support lead analysts on data gathering, data quality assurance, and index analytics
  • Create research publications, documentations, and other presentation collateral
  • Participate in client outreach and education, conferences, seminars, and other marketing
  • Develop, support, and utilize Python libraries and other automation tools and processes
  • Coordinate with the rest of the Global R&D team, as well as other functional groups including Product Management, Sales, Marketing, Channel, and Index Management
  • Manage multiple concurrent projects and deadlines
  • Must be able to clearly communicate (verbal + written + presentation material) to a variety of audiences
  • Work within Global Research and Design and other departments to manage projects that will facilitate the design of new indices.
  • Must be able to manage multiple projects and deadlines.
  • Must be able to clearly communicate to a number of internal and external stakeholders.
  • 5+ years of professional experience in a financial services or analytics role, or another quantitative/technical role with appreciation and interest in financial markets.
  • Proficient in Python.
  • Demonstrate an appreciation of asset classes and financial theories that underpin portfolio & index construction.
  • Must be able to work independently and in collaboration with other team members multiple projects.
  • Must be able to demonstrate excellent analytical and quantitative capabilities to solve original, non-routine problems in a timely and insightful manner.
  • Masters Degree. Advanced degree in a quantitative field such as Finance, Computational Finance, Mathematics, Data Science, Computer Science, Economics, or Engineering.
  • Exposure to indexing highly beneficial.
  • Graduate degree or Ph.D. beneficial.
  • Progress towards or completion of CFA charter exams beneficial.
  • Experience using financial data applications (FactSet, Morningstar, Bloomberg, Reuters, Axioma, Barra)
  • Hands-on experience with portfolio back-testing and simulation beneficial
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