Senior Product Specialist - Quantitative Indices & Strategies Structurer

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 understanding 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 perform well while preserving their 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 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

What we offer

• Anticipated base salary of $143,800 - $239,600, with eligibility for the Annual Incentive Plan (bonus plan)
• LSEG benefits programme: wellness allowance, paid time off, medical, dental, vision, flex spending and health savings options, prescription drug plan, 401(k) with company match, life insurance, disability and emergency backup dependent care, adoption assistance and commuter assistance