Associate, Index Quant Strategist

About the Role

As a member of the SG Index (SGI) Client Services team, you will work on the integration and maintenance of SGI across asset classes (Equities, FX, Volatility, Rates, Multi-Asset etc) in collaboration with the teams in Hong Kong, Tokyo and Paris.

Key Responsibilities

• Ensure the daily maintenance of proprietary indices (control and correction of levels, monitoring of rebalancing) with high added value based on innovative quantitative strategies, on very diversified customer segments globally (institutional, private banks, retail, corporate, etc.)
• Ensure compliance with the procedures defined for the transition to production of incubation strategies and SGI indices
• Communicate with the trading desks, the control teams and the external calculation agents for the convergence of the valuation of the indices and the explanation of the performances
• Perform a continuous audit of the operational set-up and be proactive on the changes to be implemented for better efficiency and in order to reduce operational risk
• Participate in technical developments aimed at the permanent improvement of internal tools used by the activity