RC - Index Solutions - Staff - EY GDS
RC - Index Solutions - Staff - EY GDS
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Job Description
Position: Staff/Senior
The opportunity:
Work as staff/senior on multiple workstreams for middle and back-office functions for an asset management client.
Responsibilities
- The key responsibilities include but are not limited to:
- Collaborate with Account Management and Portfolio Management teams to implement client directives regarding benchmark changes
- Process monthly and ad hoc benchmark rebalances
- Provide oversight and conduct validations of index risk measures prices and security-level compositions
- Partner with technology to identify opportunities to improve operational efficiencies and automation in index data
- management processes
- Research and create detailed documentation for new and existing data sources working with technology and vendors to standardize data
- Develop scripts to create custom security-based models for use as benchmarks
- Perform analysis and construct benchmarks applying business rules to derive composites and sub-indices and adding
- currency hedges if necessary
- Develop algorithms to identify record and correct index data quality issues
- Understand key market drivers that impact index pricing risks measures and security level compositions
- Provide oversight of index vendor relationships
- Respond to inquiries from various teams and desks using index data
Qualifications
- Minimum of a Bachelors Degree required preferably in Finance Math Statistics Computer Science Economics
- Engineering or another quantitative background. A Masters Degree and/or CFA preferred
- Minimum 5 years of experience which ideally includes index data management and oversight building and maintaining benchmarks and indices; validation of index risk measures prices and security-level compositions; performing end-of-day pricing and stock split processes; processing monthly index rebalances and addressing performance-related queries.
Previous experience effectively interfacing with portfolio managers account managers and other internal colleagues related to index data is preferred.
Prior vendor management oversight experience highly desirable
Hands-on experience with performance attribution and risk modeling
Knowledge of quantitative fixed income mathematics and a strong understanding of portfolio/risk management
fundamentals
Intermediate-to-advanced SQL and/or programming language
Required Experience:
Staff IC
Employment Type
Full-Time
