Quantitative Index Management Research

S&P Global
New York, USA
Sep 10, 2022
Sep 16, 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
S&P Dow Jones Indices
Kensho Indices

The Role Quantitative Index Management Research
The Location New York, USA
The Grade G11 (for internal use)

The Team
You will be part of the Index Management & Production Group (IMPG) Americas within S&P Dow Jones Indices (S&P DJI), which oversees all aspects of index operations globally.

The Impact
You will leverage your strong background in mathematics, computer programming, and / or financial engineering to support high visibility index management operation teams. You will act as a subject matter expert on portfolio construction techniques, machine learning models, optimization, and quantitative empirical research. You will also be a key contributor in supporting a group of cutting edge, innovative new economies indices by i dentifying key trends and developments in equity markets and leveraging Kensho's proprietary natural language processing (NLP) platform and machine learning algorithms.

What's in it for you
This role has a broad range of responsibilities which are split amongst machine learning projects (such as supporting the Kensho index family, sentiment model training, etc.), global indices covering factor and thematic strategies, GICS research and general index research. This is a high visibility role as you will be a subject matter expert and will have the opportunity to contribute to new methodology best practices concepts and innovation.

The Quantitative Index Researcher will be a subject matter expert on portfolio construction techniques, machine learning models, optimization, and quantitative empirical research. In addition, the Researcher will be required to:
  • Support lead analysts and index managers on building index analytics for high profile S&P indices
  • Perform index research and analysis to help inform committee decision making on strategies and index methodology changes
  • Analyze industry trends for GICS sectors and Kensho New Economies and suggest potential methodology or structural changes
  • Analyze and implement machine learning and NLP logic into index design for the S&P Kensho index family
  • Perform ad hoc index construction and quantitative analysis of various index strategies to identify product enhancement opportunities
  • Create and support automation tools and processes used by the wider Index Management and Production team
  • Coordinate with the Global IMPG team to ensure adoption of new practices and processes
What We're Looking For:
  • Bachelor's Degree
  • 5+ years of professional experience working with financial indices, equity analysis, research, or data analysis
  • Easily able to work independently on multiple projects with minimal direction or supervision
  • Excellent analytical and quantitative capabilities to solve problems in a timely and insightful manner
  • First class communication skills - verbal, written and presenting
  • Easily able to clearly communicate to a variety of both internal and external clients
  • Ability to coordinate work done by multiple people and / or groups
  • Strong understanding of how indices are used, and the impact corporate events / rebalance changes have on both indices and financial portfolios
  • Knowledge of programming languages such as Python, VBA, SQL, or MATLAB
  • Experience using financial data applications e.g. FactSet, S&P Capital IQ, Reuters
  • Experience using machine learning and natural language processing to test / analyze alternative and unstructured data
  • Hands-on experience with portfolio back-testing and simulation
  • CFA or Advanced degree in financial engineering, business, mathematics, economics, or finance preferred
  • Prior experience being a team lead is preferred
  • Prior experience with corporate action research, stock-screening, index rebalancing preferred
Compensation/Benefits Information (US Applicants Only):
S&P Global states that the anticipated minimum base salary for this position is $110,000 - $120,000 depending on experience, with addition to bonus. Base salary ranges may vary by geographic location. In addition to base compensation, this role is eligible for an annual incentive plan.
This role is eligible to receive additional S&P Global benefits. For more information on the benefits we provide to our employees, visit https://www.spgbenefitessentials.com/newhires


Equal Opportunity Employer
S&P Global is an equal opportunity employer and all qualified candidates will receive consideration for employment without regard to race/ethnicity, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, marital status, military veteran status, unemployment status, or any other status protected by 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.

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


202 - Middle Professional (EEO Job Group) (inactive), 20 - Professional (EEO-2 Job Categories-United States of America), RESECH202.2 - Middle Professional Tier II (EEO Job Group)

Job ID: 273026
Posted On: 2022-08-10
Location: New York, New York, United States

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