Index Quantitative Strategist
Location
London
Business Area
Product
Ref #
10038191
Description & Requirements
Bloomberg is a leading provider of financial benchmarks and custom index solution services. Indices that capture specific trading strategies have become an integral part of the capital markets. Following our acquisition of BRAIS along with the advent of benchmark regulations and the growth of passive investments, new opportunities require new talent within our strategy index group in London and NY.
What’s the Role?
You'll be joining a highly motivated and successful Product Development team within Bloomberg’s Multi-Asset Index business that sits within our Enterprise Data organization. You will be focusing on the calculation and administration of strategy indices across major asset classes. You will also help to develop systematic strategy indices working closely with research, implementing custom index requests and working with clients on strategy index calculation requests.
You’ll adapt your communication style according to your audience and be equally adept at collaborating closely with colleagues across multiple teams as well as presenting to clients and soliciting feedback. You’ll be comfortable in working with large data sets and have a gift in extracting meaningful intelligence to drive innovation and product direction. You’ll also have great interpersonal skills as they are essential in order to effectively collaborate with other internal teams and engage with clients. You’ll be someone with the ability to approach challenges with creativity and enthusiasm; someone who has the courage to take positions advocating change and then deliver.
Regarding domain expertise, you’ll understand trends in the index business, regulation and understand what our customers need. You’ll also be keen to learn more.
We’ll trust you to:
- Work with our clients to implement custom index requests
- Interpret complex index methodologies, build financial models to back-test and develop strategy indices
- Work closely with Engineering and Production teams to implement and automate indices in a robust and efficient manner, sourcing and mapping data requirements
You’ll need to have:
- 3+ Years comparable experience in related field
- A strong academic background in one of the analytical and technical degrees including, but not limited to: Finance, Engineering, Computer Science, Math, Physics, Statistics or Economics
- Hands on product experience, preferably from an index or research background in systematic trading strategies
- Thorough understanding of financial markets, securities and derivatives
- Technical acumen with Python
- Excellent analytical capabilities working with large data sets to aid in solving non-routine problems in a timely fashion
- A broad understanding of the index industry including key products, business dynamics and economic drivers
- Excellent communication skills and the ability to translate a client request into a project plan in conjunction with Engineering
- A working understanding of regulations on financial indices and day-to-day governance determinations on index events
We'd love to see:
- Knowledge of R and VBA
- Keen attention to detail and a high sense of urgency
- Natural curiosity to learn and ability to constructively question the status quo