Credit Suisse - Index Research Analyst

We Offer

Risk Management of Index & ETF trading books

- Responsible for daily hedging & risk management of all the trading books

- Daily & periodic index/ETF rebalancing

- Manage corporate action tracking book, optimal elections of voluntary corporate actions

- Custom index creation, maintenance, pricing and distribution

Index Analytics

- Thematic research on Indices & ETFs

- Index changes forecasting for major indices & Index Analytics for rebalances and ad-hoc events, providing alerts and forecasts for upcoming events for principal trading

- Periodic rebalance analysis of major Equity Indices to estimate overall and stock level trade and volume impact. Back testing index review trading performance, volume flows, tracking estimates etc..

- Index rebalance - liquidity, turnover and market impact analytics

- Trading ideas around index changes, dividends forecasts, optionalities, reorganization, spinoffs, M&A, IPOs & other special events

- Creating optimized trading baskets to track illiquid Indices & ETFs

- Dividend forecasting for FTSE, MSCI, SPX, SML, RTY, DJI, TSX60 & MEXBOL Indices

- Preparing insightful research reports and bespoke analysis on investment themes, portfolio strategy, asset allocation and statistical industry update on global ETF industry and investable indices helping traders to make investment decisions

Quantitative Analytics

- Developing and maintaining interactive analytics tools to help traders make investment decisions

- Monitoring and Generation of trading signals using econometric and statistical rules like momentum, mean-reversion, correlation, seasonality and asset positioning, sector rotation, macro themes

- Reading of academic literature and research papers/ journals to identify potential new ideas for real-world execution and also to add improvements to existing investment and trading models

Platform/Product Development

- Design and drive the product development - Risk and PnL sign-off systems, trading and pricing systems

- Helping the technology team for product development with requirements and testing.

- Review/enhancements of existing risk and pricing models.

You Offer

Essential Skill set & Profile:

- Post/Undergraduate from a reputed (Tier 1/2) institute with quantitative bend.

- Strong SQL and VBA working knowledge.

- Proficient in MS Excel/MS Access.

- Basic understanding of the financial industry and products

- High level of attention to detail, good team player with ability to work independently and able to drive projects alone

- Excellent organizational skills and ability to multi-task and work under pressure

- Good communication skills

Desirable

- Working experience on Indices and ETFs

- Experience of working in Global financial institution

- Ability to handle/ implement complex Quantitative Investment Research Ideas, Trading Strategies and Portfolio Construction methods