S&P Dow Jones Indices Senior Index Analytics Developer
The Team:
As the world’s largest resource for iconic and innovative indices, S&P Dow Jones Indices helps investors identify, measure and capitalize on global investment opportunities.
The Global R&D group is responsible for the conceptualization, design, and construction of S&P Dow Jones equity, sustainability & ESG, fixed income, commodities, volatility, multi-asset, and alternative asset strategy indices which serve as the underlying for index-linked investment products such as exchange traded products (ETFs, ETNs) and equity derivatives.
The team is comprised of experts in portfolio construction techniques and financial theories used to deliver innovative index solutions and analysis to clients.
The Impact:
You will work with our global team of R&D analysts and will primarily focus on the design and development of analytical reporting functionality to serve the index research and design workflow. The index analytics tool will support a broader platform used by R&D to create prototype indices in a more efficient and effective manner.
The analytical reporting will facilitate internal and client-facing discussions, which will be vital in enhancing the quality of our products. It will cover portfolio performance, attribution, ESG/climate metrics and other fundamental evaluations.
What’s in it for you:
The role provides a unique opportunity for an individual to be highly instrumental in deciding what information will shape how our latest innovative indices are designed and presented to our clients. This will include the increasing need to expand reporting on ESG and climate-based metrics.
You will gain exposure to novel alternative data sets, sophisticated portfolio construction techniques, and a broad range of quantitative methods used across finance in a complex and dynamic industry.
You will collaborate closely with, and learn extensively from, experts in index research, and technology platform design globally across the firm.
Responsibilities:
• Develop index analytics applications in Python to support the research and design of new indices across all asset classes
• Design index analytic templates and automate the report generation process
• Utilize programming skills in a proficient manner to deliver robust tools that improve capabilities and resolve repeatable processes
• Build a comprehensive understanding of index portfolio construction and evaluation
• Acquire a thorough awareness of each stakeholder’s needs in terms of index reporting and data
• Work collaboratively with R&D colleagues and technology partners to understand and clarify requirements
• Produce system design documents and continuously improve the quality of the applications.
What We’re Looking For:
The successful candidate will be highly capable both technically, and creatively with demonstrated experience in transforming data into effective and concise visual insights.
• Advanced degree in computer science, mathematics, engineering, economics, or finance strongly preferred
• CFA charter holder preferable
• Demonstrable experience in developing portfolio analytics with Python (solid use of Pandas and Scipy Libraries)
• Experience in using Python to produce visual content (e.g. Matplotlib, Seaborn, Plotly etc.)
• Experience in other programming languages such as Java/C++/Matlab is preferred
• Highly numerate, with a solid understanding of statistical data production
• Deep knowledge of portfolio performance evaluation and reporting metrics
• Experience in building software in the Financial Industry and Capital Markets preferred
• Experience in using data vendors e.g. CapIQ, Worldscope, Factset, Reuters, Exchanges is preferable
• Must be able to manage multiple projects and deadlines
• Must be able to effectively communicate to a variety of internal stakeholders including research colleagues and IT engineers
S&P Dow Jones Indices
At S&P Dow Jones Indices, our role can be described in one word: essential. We’re the largest global resource for index-based concepts, data and research, and home to iconic financial market indicators, such as the S&P 500® and the Dow Jones Industrial Average®. More assets are invested in products based upon our indices than any other index provider in the world; with over 1,000,000 indices, S&P Dow Jones Indices defines the way people measure and trade the markets. We provide essential intelligence that helps investors identify and capitalize on global opportunities.
S&P Dow Jones Indices is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visit www.spdji.com.