Senior Analyst, Fixed Income And Credit Derivatives

Detalles de la oferta

.S&P Dow Jones Indices**The Role**: Senior Analyst, Fixed Income and Credit Derivatives**The Team**: The Index Intelligence group provides analytical support to Index Governance colleagues and Index Committee members for existing indices and collaborates with SPDJI colleagues in PM & R&D during the new index development process. The Index Intelligence group also engages with external stakeholders by providing index level quantitative analytics during the index consultation process.**The Impact**: Indexing is ascendant as clients and stakeholders seek increasingly complex and nuanced benchmarks. Fixed income benchmarks have an established place within index investing and the next generation of indices are now in demand. The Fixed Income Index expert will play a central role in assuring that indices are analytically sound and continue to meet their objectives through time.**What's in it for you**:The Fixed Income and CDS analyst role is an exciting opportunity to collaborate with index committees and governance colleagues, as well as operational, commercial, and research groups.The analyst will be a part of analytical committees and represent S&P DJI through cross-divisional outreach and networking.Participate in relevant industry events and collaborate with external experts, bringing their perspectives to index committees and arranging meetings and/or training for index committee members.**Responsibilities**:Assist Index committees during major index consultations, methodology revisions, index committee reporting, and own industry classification methodologies and supporting material.Analyze data requirements in relation to various benchmark providers and index families (iBoxx, iTraxx, CDX). Be a resource for data retrieval and analysis under the supervision of the Director, Fixed Income and Credit Derivatives.Be a resource for index committees by participating in committee discussions of potential index methodology changes and public consultations and challenging rebalance results.Oversee third party data used in the production and maintenance of fixed income indices, including due diligence reviews of external data methodologies. Conduct impact analysis of external data methodology changes and identify ways to enhance oversight.**Basic Qualifications**:Undergraduate degree including coursework in finance, economics, mathematics and/or statistics.Strong understanding of fixed income securities, covering rates, credit, derivatives, FX and futures markets, total return concepts, economic data and the impact on capital markets.Strong intellectual grasp of analytical concepts underpinning indices such as index math, corporate actions, commonly used risk premia, basis risk and interactions between spot and derivatives markets, currency hedging and financial theory.Strong analytical, research and investigative skills, quantitative/modelling techniques, ability to evaluate and assess complex topics and creatively problem-solve


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Requisitos

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