Chief Index Development Manager
2 days ago
At NCAA, we're seeking a highly skilled Chief Index Development Manager to join our team. As a key member of our organization, you'll play a critical role in developing and implementing indices in our front-office modeling system.
Key Responsibilities- Index Development: Develop and maintain indices in our front-office modeling system, create index methodologies, develop new products, and conduct parameter analysis and robustness testing.
- Integration and Support: Integrate indices into our pricing and risk models, provide ongoing support for production indices and risk systems, and collaborate with sales and trading teams on marketing and risk management.
- Academic Background: A strong academic background in a quantitative or technical discipline is essential.
- Coding Skills: Advanced coding and software design skills in a recognized programming language, such as Python, Java, or C++, are required.
- Financial Math: A solid understanding of basic financial math concepts, including Black Scholes pricing, is necessary.
- Communication: Excellent written and verbal communication skills are crucial.
- Diligence and Discipline: A high level of diligence and discipline is required.
- Stakeholder Management: Comfortable managing multiple stakeholders, demonstrating initiative, and showing commercial impact.
- Equities Experience: Experience within Equities, specifically single stocks, is highly desirable.
- Systematic Strategies: Experience implementing or developing systematic and actively managed strategies is preferred.
- Risk Systems: Experience developing and supporting risk systems is advantageous.
NCAA is a leading global investment banking, securities, and investment management firm. Founded in 1869, we're committed to helping our clients, shareholders, and communities grow. We offer a competitive salary range of $120,000 - $180,000 per year, depending on experience, plus benefits and opportunities for professional growth.
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