Senior Product Specialist - FTSE Russell QIS Structuring

About the role

The FTSE Russell Engineered Products and Indices team is looking for a Quantitative Indices & Strategies (QIS) Structurer to originate new business, develop new products and expand the FTSE-Russell QIS platform. The role suits an experienced Index Structurer with strong Python skills and a solid grasp of quantitative investment strategies across asset classes and risk premia.

Key responsibilities

• Develop new QIS products across asset classes with research and distribution partners
• Drive innovation in index construction and integrate derivatives-based data and strategies
• Write white papers and other marketing collateral and take part in marketing with sales
• Help formulate business plans, identifying target markets and client segments globally
• Act as a subject matter authority with clients, ensuring strategies optimise performance while preserving integrity and representativeness
• Write the corresponding index methodologies
• Work with IT on a front-to-back architecture covering back-testing, validation, calculation and publication
• Implement and expand a Python backtesting engine using object-oriented programming, and analyse and optimise the existing codebase for performance and maintainability

Required profile

• 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
• Career stage: Manager

Required skills

• Strong Python skills
• Object-oriented programming
• Back-testing and validation of quantitative indices