Index Manager - Fixed Income Index Group
- Perform and coordinate daily calculations across the fixed income team, rebalances, and maintenance of new and existing indices in a proprietary index calculation platform. Generating and disseminate index values and attributes. Ensure accurate day-end calculation of each assigned index and timely dissemination to clients.
- Review and analyze advance fixed income risk measures such as options adjusted spread, duration, convexity etc.
- Serve as a subject matter expert by answering questions about changes in the index, client data requests and proactively communicating any major issues.
- Understand complex index methodology to ensure that calculation and attributes correspond to the stated methodology. Oversee new index methodology and application to achieve its stated objectives.
- Lead periodic methodology reviews, ensuring the index continues to satisfy its objective.
- Establish, execute and coordinate operational procedures and enhancements for the fixed income group, leading to operational efficiencies while maintaining best practices for quality assurance, independence and objectivity.
- Partner with technology and production support to further enhance our system capabilities and accommodate business growth. Perform User Acceptance Testing (UAT) for enhanced system capabilities.
- Manage and maintain relationships with key members of other groups including Index Services, Global Index Launch Team, Technology Team etc.
- Take ownership and manage multiple projects and deadlines. The projects may involve; requirements gathering, analysis, compiling data, creating and updating documentation.
- Clearly communicate with internal and external stakeholders
- Participate in the new product process, testing new indices, contributing to methodology documents and ensuring a smooth roll-out into production.
- Learn S&P DJI’s proprietary index calculation engines.
- Bachelor’s Degree or equivalent experience
- At least 3+ years professional experience working with fixed income indexes either at a service provider or direct user at a bank or fund manager
- Fluent in English
- Experience partnering with IT for new projects and synergies: knowledge of VBA, SQL, python or other programing/database applications as they relate to the IT framework a plus
- Proven experience working with complex databases and financial models.
- A demonstrable understanding of global financial markets, experience dealing with customers in a demanding environment
- Excellent analytical capabilities working with large data sets, to aid in solving non-routine problems in a timely fashion with keen attention to detail
- Superior computer skills in Excel, Word, Access and related applications.
- Advanced degree in business finance, accounting, economics, math, statistics, or engineering strongly preferred
- Strong desire to work in fixed income for the leading index provider
- CFA or progress toward CFA and or CIPM a plus
- Experience working with a team locally and staying in close communication with international teams.
- Ability to work independently, maximizing efforts to ensure efficiency, accuracy & on-time delivery while taking on new initiatives
- Experience with S&P Capital IQ, Refinitiv Eikon, FactSet, BondEdge, Yield Book, FINCAD or other fixed income financial applications a strong plus
Please apply with your English CV. Recruiting process will be in English, if you wish you can apply directly at the following link: