Indices Quantitative Research Director

Compensation

: $107,230.00 - $200,310.00 /year *

Employment Type

: Full-Time

Industry

: Scientific Research



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IHS Markit is looking for an experienced hire with a quantitative/investment background for our Central London office. The focus of the role is to support the development of new IHS Markit and bespoke indices for clients, focusing on leveraging assets available to IHS Markit and creating innovative products. The role encompasses the full lifecycle of index product development, from market research, prototyping, client validation, product development, and coordination with other internal teams to ensure successful product launch. The individual will be part of a team that creates intellectual capital for IHS Markit and have ownership and responsibility of the index design process. Responsibilities Support the development of new benchmark and trade-able bond indices in conjunction with key index stakeholders. Undertake analysis of markets and data collection and conduct scenario analysis for the research and development of new index methodologies. Extensive modelling 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 Markit Indices and to understand and manage client requirements. Writing of index specification guides 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. Essential Skills Python, SQL, mongodb, excel Ability to summarise complex algorithms Solid quantitative background Programming skills in Java, C++, or Python and SQL. Knowledge of the fixed income, especially bond market Excellent analytical and problem solving abilities and modelling. Understanding of other asset classes including equities, FX and derivatives is an advantage Personal competencies Highly motivated and eager to take the initiative and assume full responsibility for the delivery of projects. Creative and being able to adapt to changing priorities and deadlines in a fast paced environment. Intellectually curious, open minded and being able to solve complex problems logically. Willing to collaborate with and support colleagues within the global Index Research and Design team and contribute regularly to group discussions. Possess a high level of attention to detail, focusing on the quality of projects. Critical for the candidate to present new ideas succinctly and clearly as well as drill into the technical details of index construction IHS Markit is committed to providing equal employment opportunity (EEO) to all persons regardless of age, color, national origin, citizenship status, physical or mental disability, race, religion, creed, gender, sex, sexual orientation, gender identity and/or expression, genetic information, marital status, status with regard to public assistance, veteran status, or any other characteristic protected by the laws and regulations in any of our locations. We are proud to provide reasonable accommodations to applicants with disabilities. If you are interested in applying for employment with IHS Markit and need special assistance or an accommodation to use our website or to apply for a position, please contact or call 1 212 ### ####. Determination on requests for reasonable accommodation are considered on a case-by-case basis. This contact information (email and phone) is intended for application assistance and accommodation requests only. We are unable to accept resumes or provide information about application status through the phone number or email address above. Resumes are only accepted through the online application process, and only qualified candidates will receive consideration and follow-up. IHS Markit maintains a substance-free workplace. In addition, in the United States, we perform pre-employment drug testing and are required as a federal contractor to participate in the E-Verify Program to confirm eligibility to work. For information please click on the following links: IHS Markit Business Code of Conduct Right to Work EEO is the Law EEO is the Law Supplement Pay Transparency Statement Current Colleagues If you are currently employed by IHS Markit, please apply internally via the Workday internal careers site.
Associated topics: artificial intelligence, computer engineering, computer science, electrical engineering, electronic engineering, information technology, java, programmer, programming, radar * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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