Position:  Staff/Senior

The opportunity:
 Work as staff/senior on multiple workstreams for middle and back-office functions for an asset management client.

Responsibilities

The key responsibilities include, but are not limited to: Collaborate with Account Management and Portfolio Management teams to implement client directives regarding benchmark changes Process monthly and ad hoc benchmark rebalances Provide oversight and conduct validations of index risk measures, prices, and security-level compositions Partner with technology to identify opportunities to improve operational efficiencies and automation in index data management processes Research and create detailed documentation for new and existing data sources, working with technology and vendors to standardize data Develop scripts to create custom security-based models for use as benchmarks Perform analysis and construct benchmarks, applying business rules to derive composites and sub-indices, and adding currency hedges, if necessary Develop algorithms to identify, record, and correct index data quality issues Understand key market drivers that impact index pricing, risks measures, and security level compositions Provide oversight of index vendor relationships Respond to inquiries from various teams and desks using index data

Qualifications

 

Minimum of a Bachelor's Degree required, preferably in Finance, Math, Statistics, Computer Science, Economics, Engineering or another quantitative background. A Master’s Degree and/or CFA preferred  Minimum 5 years of experience, which ideally includes index data management and oversight, building and maintaining benchmarks and indices; validation of index risk measures, prices, and security-level compositions; performing end-of-day pricing and stock split processes; processing monthly index rebalances, and addressing performance-related queries.

• Previous experience effectively interfacing with portfolio managers, account managers, and other internal colleagues related to index data is preferred.

• Prior vendor management oversight experience highly desirable

• Hands-on experience with performance attribution and risk modeling

• Knowledge of quantitative fixed income mathematics and a strong understanding of portfolio/risk management

fundamentals

• Intermediate-to-advanced SQL and/or programming language