ROLE PROFILE:
The FTSE Russell Engineered Products and Indices team requires a Quantitative Indices & Strategies (QIS) Structurer to help originate new business opportunities, develop new product and expand the FTSE-Russell QIS platform. This role is open to a talented Index Structurer with strong Python skills and a solid understanding of quantitative investment strategies across asset classes and risk premia.
KEY RESPONSIBILITIES:
Development of new QIS product across asset classes in collaboration with research and distribution partners.
Drive innovation in index construction and integration of derivatives-based data and strategies
Production of White Paper research pieces and other marketing collateral. Participate in the marketing effort with sales.
Contribute to the formulation of business plans including identification of target markets and client segments globally in conjunction with distribution partners.
Act as a a subject matter authority, collaborating with clients to ensure that strategies are designed to optimize performance while preserving the integrity and representativeness of the strategies.
Write corresponding index methodologies
Collaborate with IT in building an adapted front-to-back architecture, including back-testing, validation, calculation, and publication.
Implement and expand Python backtesting engine using object-oriented programming principles for efficient and scalable solutions
Analyse and optimize existing codebase for performance and maintainability
WHAT YOU'LL BRING:
Experience as a QIS structurer in a bank preferred.
Advanced degree or equivalent experience in finance, mathematics, computer science, or a related field.
Deep understanding of financial markets, systematic investment strategies, derivatives pricing, and advanced risk management techniques.
Career Stage:
Manager
Compensation/Benefits Information:
LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $143,800 - $239,600.
Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/2bonus plan2). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of: Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match. LSEG9s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.
