Description
The FTSE Russell Engineered Products and Indices team requires a Quantitative Indices & Strategies (QIS) Structurer to help originate new business opportunities, develop new products, and expand the FTSE-Russell QIS platform.
Key Responsibilities:
- Develop new QIS products across asset classes in collaboration with research and distribution partners.
- Drive innovation in index construction and integration of derivatives-based data and strategies.
- Produce White Paper research pieces and other marketing collateral, and participate in marketing efforts with sales.
- Contribute to the formulation of business plans, including identification of target markets and client segments globally.
- Act as a subject matter authority, collaborating with clients to ensure strategies are designed to optimize performance while preserving integrity and representativeness.
- Write corresponding index methodologies.
- Collaborate with IT to build an adapted front-to-back architecture, including back-testing, validation, calculation, and publication.
- Implement and expand Python backtesting engine using object-oriented programming principles.
- Analyze and optimize existing codebase for performance and maintainability.
What You'll Bring:
- Experience as a QIS structurer in a bank preferred.
- Advanced degree or equivalent experience in finance, mathematics, computer science, or a related field.
- Deep understanding of financial markets, systematic investment strategies, derivatives pricing, and advanced risk management techniques.
Compensation and Benefits: The anticipated base salary for this position is $143,800 - $239,600. The role is eligible for the Annual Incentive Plan (AIP), and LSEG's benefits program, which includes offerings such as Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan, and Company match.