S&P Dow Jones Indices is looking for an exceptional candidate to join the Global Research & Design team. Based in NY and reporting to the Head of Research & Design - the Americas, this role handles all aspects of factor research and develops the next generation of S&P factor indices. While based in NY, the role will support the buildout of factor indices globally and will work in close association with regional teams. The ideal candidate will also develop new analytical tools that can facilitate construction and research of factor portfolios.
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The successful candidate also supports the sales, marketing and business development process globally by engaging with clients and maintaining key relationships with them in support of the firm’s factor indices.
The measure of success is the robustness of the new index pipeline, publication of factor research and strengthening of analytical relationships with business partners in the Americas with a focus on asset managers, ETF providers, RIAs and asset owners.
Key Responsibilities / Percent of Time:
Conceptualize and design new factor indices using a combination of analytical, commercial and regulatory considerations. – 50%
Write research papers on new and existing factor indices, and provoke thinking on practical, deliverable, new investment concepts. – 30%
Represent the firm’s analytical leadership on new ideas and existing with strategic partners with a focus on pension plans and consultants. – 10%
Represent S&P Dow Jones at media engagements, conferences and other client events. – 10%
Required Knowledge, Education and Experience:
At least 5-7 years of industry experience in Financial Services, ideally on the buy-side.
An advanced degree in Finance, Economics or related discipline. CFA charter holder preferred.
Relevant experience in investment management setting, preferably in investment research or portfolio management.
Highly developed quantitative skills. Substantial data analysis experiences.
Extensive hands-on experiences with portfolio back-testing and simulations. Prior experience in building factor models.
Strong understanding of investment process and portfolio theory.
Familiarity with risk models, optimization techniques, risk attribution and decomposition
Strong verbal communication and presentation skills
Prior experience with financial data applications (FactSet, Compustat, etc.)
Ability to use, or prior experience with Matlab, S Plus, or R a plus
Experience in publishing on investment ideas
Demonstrable record of index construction or extensive index usage experiences
Experience in speaking in media or industry events desirable
This is a key role that combines responsibilities for communicating complex ideas to internal and external clients with hands-on, detail oriented research
Problem solving: This is a fairly complex responsibility in terms of analytical problem solving. It needs a good understanding of the “language” used by product issuers, the “math” of index research and design, and writing skills to write research reports.
Decision making: The decision making challenges are high, given the wide spectrum of clients and partners this role interacts with.
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