ISS STOXX isseekingan enthusiasticearlycareerquantitative professionalto join the Thematic Index Research & Development team. This role sits at the core ofindexmethodologydesignbacktesting andclientdrivenindex development with a strong emphasis onrulesbasedequity index construction.

The successful candidate will join a global collaborative and inclusive research team responsible for designing testing documenting and iterating thematic indices before launch while also contributing to thought leadership in the thematic investing space. This is ahandsonrole with a clearly defined learning curve offering the opportunity to work on innovativeclientdriventhematic indices at the intersection of rigorous research andrealworldinvestment products.

Supported by a collaborative international team culture with strong mentoring. The role provides a clear development path from execution to full ownership of index development projects enabling the individual to build deepexpertisein indexmethodologydesign and portfolio construction while contributing directly to solutions used by global investors.

Key Responsibilities

• Design implement andbacktestrulesbasedthematic equity indices including portfolio construction logic rebalancing rules and eligibility criteria

• DevelopPythonbasedresearch tools analytics and workflowsto support index constructionbacktesting andmethodologyanalysis

• Translate investment ideas into transparent systematic index methodologies working closely with senior researchers

• Prepare index documentation and research materials includingmethodologydescriptions positioning papers and internal governance materials

• Conduct impact analyses formethodologychangesand support internal index governance discussions

• Collaborate closely with sales product and client coverage teams acting as the research interface once a client mandate progresses into index design

• Engage directly with clients as responsibilities grow contributing to discussions on index design choices andtradeoffs

• Take progressive ownership of projects with the expectation ofleading index development initiatives independently after the first year

Learning Curve & Growth

• First months:onboarding learning internal tools datasets and index frameworks

• 6 months:independent execution ofbacktestsandmethodologyanalysis

• 12 months:endtoendownership of index development projects including client interaction

Required Qualifications

• Advanced degree (Mastersor PhD preferred) inEconomics Finance Mathematics Engineering Physics Computer Science or a closely related quantitative discipline

• Up to 3 years of relevant experience or a strong quantitative academic background with limited industry experience

• Solid understanding offinancial markets with a focus on equities

• Strong interest inrulesbasedinvestment strategies and portfolio construction

• Stronghandsonexperience in Python used for data analysisbacktesting and quantitative research

• Experience working with structured datasetsand applying systematic logic to investment problems

• Ability to writeclearwellstructured and maintainable research code

• Strongverbal and written communication skills in English

• Ability toexplain quantitative and technical concepts tonontechnicalstakeholders including sales teams and clients

• Confidence in contributing toclient discussions and internal presentationsas experience grows

PreferredQualifications

• Experience inindexing quantitative asset management investment research or systematic strategy development

• Prior domainexpertisein specific thematic datasets

• Working knowledge ofSQLor willingness to learn

• Exposure tocloud environments (GCP or similar)not mandatory; tools can be learned internally

• Foundational knowledge of probability statistics andtimeseriesanalysis

• Exposure to machine learning or advanced analytics is a plusbut not a core requirementfor the role
  

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