Index Python Developer - 6 months' Contract role
- Will commensurate with experience
- Singapore Singapore Singapore SG
- Contract, Full time
- 22 Mar 18 2018-03-22
Reporting to the Head of Index Business, this role will have responsibility for building out indices for structured product issuers, fund managers and ETF issuers. The primary focus is based on new index development with a particular focus on using Python to implement index strategies across themes, strategies and asset classes. This role will be largely autonomous and will require both technical portfolio construction acumen and strong relationships with key partners and clients.
- Independently develop and implement Python software for back-testing and index portfolio construction.
- Implementing new indices into production by liaising with Index Operations and market data vendors.
- Work closely with clients for the implementation of custom index solutions.
- Use of 3rd party software and analytics platforms to validate new index concepts.
- Degree in mathematics, finance or engineering with minimum 2-3 years of working experience in quantitative role within a bank or asset management firm.
- Strong math background, comfortable with concepts like linear algebra, optimization and working with complex financial models.
- Experience with data vendor terminals (e.g. Bloomberg, Factset or Reuters).
- Working knowledge of SQL will be advantageous.
- Strong problem-solving experience, analytical, project management, and communication skills a must.
- Ability to work independently, detail orientated and completes tasks timely and accurately.
- The individual must have strong organizational skills and the ability to manage multiple projects with competing demands for resources.