drjobs Senior Quantitative Index Structurer

Senior Quantitative Index Structurer

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1 Vacancy
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Job Location drjobs

Paris - France

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

As a Senior Quant Index Structurer you will join a team of 7 index designers across equities & fixed incomes. You will have the opportunity to develop flagship products such as our BlueChip & Benchmark Indices focusing on the strategic index offering for Buy Side Institutional and Sell Side clients. You will contribute to solving complex problems and developing advanced quantitative solutions for the index business and lead the quantitative research and index design of the Euronext Index Business.

Your responsibilities will include:

  • Design and develop systematic rulesbased indices across alternative asset classes (e.g. volatility commodities rates multiasset ESG crypto).
  • Develop quantitative models to support index construction backtesting and performance attribution.
  • Optimize index methodologies using statistical machine learning or econometric techniques.
  • Market Research: Identify growth opportunities across various types of tradable products.
  • Research Publication: Publish applied research papers on indexrelated ideas and lead quantitative index content.
  • Thought Leadership: Act as a thought leader across various quant index capabilities (optionsbased strategies applied machine learning strategies factors etc..
  • Collaboration: Closely collaborate with other quant teams to identify new quantitative index ideas as well as sales to align index structuring priorities with commercial goals.

Other Areas of Expertise:

  • Data Quality: Ensure consistency of internal databases and perform quality checks when designing indices.
  • Operational Tasks: Request ISIN codes make announcements to data vendors (Bloomberg Reuters etc..
  • Infrastructure Modernization: Optimize indexrelated tools to enhance scalability and efficiency.

Desired Profile:

  • Strong background in financial engineering quantitative finance or applied mathematics.
  • Proficiency in Python R or C for data analysis and model development.
  • Deep understanding of derivatives structured products and risk models.
  • Experience with index methodologies benchmarking and market microstructure.
  • Communication Skills: Excellent communication and relationshipbuilding abilities.
  • Customer Focus: Strong customer focus and commercial drive.
  • Languages: Full professional proficiency in English is required.

Qualifications:

  • Degree: Masters degree in mathematics engineering or computer science with strong finance elements and business knowledge. Degrees in economics or finance with strong quantitative elements especially in portfolio management are also welcome.
  • Experience: Minimum 35 years experience in indexation portfolio construction financial product development or trading.

Euronext Values

Unity

We respect and value the people we work with

We are unified through a common purpose

We embrace diversity and strive for inclusion

Integrity

We value transparency communicate honestly and share information openly

We act with integrity in everything we do

We dont hide our mistakes and we learn from them

Agility

We act with a sense of urgency and decisiveness

We are adaptable responsive and embrace change

We take smart risks

Energy

We are positively driven to make a difference and challenge the status quo

We focus on and encourage personal leadership

We motivate each other with our ambition

Accountability

We deliver maximum value to our customers and stakeholders

We take ownership and are accountable for the outcome

We reward and celebrate performance

We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race gender age citizenship religion sexual orientation gender identity or expression disability or any other legally protected factor. We value the unique talents of all our people who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.

Additional Information

This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks projects.


Required Experience:

Senior IC

Employment Type

Full-Time

Company Industry

About Company

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