Vacancy caducado!
- Index Design and Development
- Collaborate with internal BlackRock investment and client facing teams to bring new index concepts to market. The Index Engineer will play a key role throughout index development, starting with the initial conceptual design all the way through to launch and post-launch activities.
- Ensure BIS standard processes are followed during all phases of the index development process
- Elicit requirements from potential customers and synthesize them into key index features
- Author and take ownership of the official index methodology
- Develop the index back-test and publish the results as an official back-test report. Be able to contextualize and answer client questions regarding the back-test, for instance, by quantifying the impact of specific features and design decisions on index performance.
- Perform data engineering required to extract, transform and quality control data
- Develop the production index calculation code, ensuring all code is documented, tested, reviewed and that all quality gates pass
- Index Support
- Respond to technical questions from clients and perform ad-hoc analyses when needed to support and substantiate the response
- Carry out post-launch support activities such as working directly with index clients and third-party hedge providers to support their index reconciliation projects and processes
- Project Management for new index projects with responsibility for the execution of index deliverables and coordination with colleagues from platform engineering, business management, research, and index production teams
- Work in partnership with internal partners and external clients to align and achieve agreement on key dates. Proactively communicate status updates on a timely basis.
- Platform Engineering
- Participate in the design of the target platform, especially as it pertains to the application of the platform for research, design, development and production of ETF indices.
- Build-out the index calculation and analysis toolbox, a suite of standardized, fully tested and documented code for index research, production calculation, analytics and reporting.
- Define and implement BIS index design standards
- Participate in Internal and External Client discussions and presentations
- Experience and Skills
- B.S. (or equivalent) in a STEM subject area. Masters degree preferred.
- Solid understanding of Unix/Linux and related infrastructure
- Strong Python development experience (3 years), ideally with significant knowledge of numerical/statistics/ml packages such as pandas, numpy and cvxpy
- Experience working in an agile software development environment and with related technologies (Git, JIRA, ADO)
- Experience with financial market indices
- Significant exposure to quantitative investment strategies, including associated tools (e.g. statistics, optimization, simulation, risk, performance, etc.) and data (e.g. Worldscope, IBES, etc.)
- Experience working with quantitative researchers
- SQL / Database design knowledge and ETL experience (2 years)
- Project management skills
- Technical writing skills a plus