Role Purpose and responsibilities
The role will require the individual to not only take responsibility to conduct, implement, sign-off the periodic index reviews and rebalances of the FTSE Russell indices but also ensure that there is a close working relationship with colleagues across regions to complete reviews within timely deadlines. This role will focus on complex Non-Market Cap index reviews and methodologies, including factor and sustainable investment indices. Key areas of responsibility will include:
Builds specialist knowledge in complex index methodologies including gauging levels of complexity, maintaining a comprehensive understanding of the intricate nature of how the market operates (e.g. cycles and terminology).
In accordance with the review schedule, conducts, and provides sign-off on the periodic rebalance of indices, conducting full analysis on the results to ensure the accuracy and quality of the changes of the review.
Analyses market behaviour to understand the root cause of changes to indices. Conducts full impact analysis, communicates, and escalates the impact on changes affecting, and caused by, to internal and external stakeholders, recommending index methodology changes where vital.
Maintains the integrity and accuracy of indexes, and reviews data to ensure completeness, authenticity, accuracy, and timeliness.
Ensures policies, procedures, and people are all in place to support product launches.
Understands and appropriately applies index review policies, procedures and controls, challenging policies to ensure they are relevant based on real-world events and making recommendations to change these where necessary. Provides advice and guidance to internal team members to prevent client impacting incident.
Supports continuous improvement to Index Management processes, frameworks and practices, staying abreast of and applying external standard methodologies.
Sets out and implements the governance framework and takes part in governance meetings.
Evaluates the feasibility of change initiatives, including liaising with internal and external partners to understand their new and emerging needs and experience with LSEG indices and authorising and steering agreed change initiatives.
Works with SME’s to build POC’s and requirements for the development of model libraries and frameworks including calculation modules, and data analysis tools.
Supports the release processes for any future integration and testing processes to ensure code is seamlessly integrated within IT systems.
Participates as and when required in any projects or initiatives, supporting the on-boarding of new business into the team
Communicates and articulates market and index rebalance changes to end clients
Requirements:
Experience in people management is required.
3-4 years of experience in quantitative analysis in the financial industry, especially in Performance Measurement/Portfolio Analysis.
Undergraduate degree in finance, economics, or equivalent experience required.
MS or MBA in finance, financial engineering, economics, statistics, or other quantitative fields a plus. CFA, CAIA designations (or participation in the programs) also a plus.
Extensive knowledge of performance measurement and portfolio analysis concepts.
Advanced level Excel proficiency as well as experience with a structured programming language such as VBA or SQL.
Excellent organizational skills and attention to detail with the ability to prioritize optimally, handle multiple projects under tight deadlines, identify/flag/resolve potential issues early on.
Strong problem-solving skills; integrity and responsibility.
Must also have the capacity to learn and understand FTSE Russell’s business, existing software products and technologies available at FTSE Russell.
Written and verbal communications: Communicate effectively to audiences with differing levels of domain expertise (presentations, reports, external communications).
