Quantitative Index Analyst

S&P Global
New York, USA
23 Sep 2021
25 Sep 2021
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
The Role: Index Manager/ Quantitative Index Analyst (S&P Dow Jones Indices)
Grade: 10 (relevant to internal candidates)
The Location: New York

The Team: As the world's largest resource for iconic and innovative indices, we help investors identify, measure and capitalize on global investment opportunities.
The Impact: S&P Global is seeking an experienced and talented Custom Index Manage in charge to manage a wide range of indices covering mostly Capital markets - equities, fixed income, commodities, derivatives and real estate. The Index Manager must be able to analyze and implement complex index methodology and solve non-routine problems on an on-going basis and have experience and ability to interact with S&P proprietary calculation systems and work with large and complex data sets in excel.

The Index Manager is responsible for all aspects of a group of indices. As part of that responsibility, the Index Manager follows a methodology to select and weight index constituents and to maintain indices on a daily basis accounting for corporate actions. The Index Manager also supports sales, marketing and client services by speaking and meeting with clients and index users. The Index Manager maintains key relationships with clients in support of the indices. The Index Manager is also required to act as a backup to other index managers in the department, making knowledge of their product line essential.
Requires strong math knowledge and understanding of index mathematics and an ability to work with complex excel models on a daily basis.

Responsibilities :

Preparing and calculating client custom indices. This includes performing analytical research on companies to determine the composition of the index, adjusting data in our calculation system, and adjusting the data to conform to the rules of the index.
Must ensure timely and accurate delivery of real-time and end-of-day index data to clients and end users.
Preparing and delivering announcements as they relate to index changes to clients and end users in advance of the implementation of the changes.
Maintain, update and troubleshoot complex index models in excel on a daily basis.
Provide customer service to existing custom index clients as it pertains to their indices.
Quantitative analyses of index returns, weights and constituents.
Manages and maintain relationships with key members of other groups within S&P Index Services, across other S&P departments, particularly IT.
Successfully work with S&P proprietary calculation systems.

Compensation/Benefits Information:
S&P Global states that the anticipated base salary range for this position is $55,900 to $155,900 . Base salary ranges may vary by geographic location.
This role is eligible to receive S&P Global benefits. For more information on the benefits we provide to our employees, visit https://www.spgbenefitessentials.com/newhires

Exposure to a Mathematical background.
3+ years with Excel/VBA sills required to manage and manipulate large data sets. Python, SQL and Matlab skills are preferred.
Experience with equity index math and concepts, equity markets, commodities pricing, bond and derivatives calculations (options, futures, swaps, forwards, etc.)
Ability to work independently on multiple projects with minimal direction or supervision
Bachelor's Degree. Advanced degree in business, math, economics, or finance strongly preferred
CFA level 1 or 2 qualification preferred
The ability to demonstrate excellent analytical and quantitative capabilities to solve original, non-routine problems in a timely and insightful manner
Detail oriented with ability to consistently perform daily production tasks
Familiarity with S&P's proprietary index calculation engines strongly preferred
Understanding of global financial markets
Ability to assume responsibility, work with others and manage projects
Ability to learn new data and calculation platforms in a limited time
Requires excellent written and verbal communication skills and the ability to coordinate work done by multiple people and / or groups
Experience dealing with customers in a time-sensitive demanding environment where interpretation of data has both objective and subjective components requiring persuasion and influencing skills
Minimum of 2+ year of professional experience in index management or market management role

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.

S&P Global is an equal opportunity employer committed to making all employment decisions without regard to race/ethnicity, sex, pregnancy, gender identity or expression, color, creed, religion, national origin, age, disability, marital status (including domestic partnerships and civil unions), sexual orientation, military veteran status, unemployment status, or any other basis prohibited by federal, state or local law. Only electronic job submissions will be considered for employment.

If you need an accommodation during the application process due to a disability, please send an email to: EEO.Compliance@spglobal.com and your request will be forwarded to the appropriate person.

The EEO is the Law Poster http://www.dol.gov/ofccp/regs/compliance/posters/pdf/eeopost.pdf describes discrimination protections under federal law.

20 - Professional (EEO-2 Job Categories-United States of America), DTMGOP202.1 - Middle Professional Tier I (EEO Job Group), SWP Priority - Ratings - (Strategic Workforce Planning)

Job ID: 263272
Posted On: 2021-09-21
Location: New York, New York, United States

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