EY RC - Index Solutions Staff EY GDS 

Mexico, Mexico City 

718573964

Position: Staff/Senior

Work as staff/senior on multiple workstreams for middle and back-office functions for an asset management client.

Responsibilities

• The key responsibilities include, but are not limited to:
• Collaborate with Account Management and Portfolio Management teams to implement client directives regarding benchmark changes
• Process monthly and ad hoc benchmark rebalances
• Provide oversight and conduct validations of index risk measures, prices, and security-level compositions
• Partner with technology to identify opportunities to improve operational efficiencies and automation in index data
• management processes
• Research and create detailed documentation for new and existing data sources, working with technology and vendors to standardize data
• Develop scripts to create custom security-based models for use as benchmarks
• Perform analysis and construct benchmarks, applying business rules to derive composites and sub-indices, and adding
• currency hedges, if necessary
• Develop algorithms to identify, record, and correct index data quality issues
• Understand key market drivers that impact index pricing, risks measures, and security level compositions
• Provide oversight of index vendor relationships
• Respond to inquiries from various teams and desks using index data

Qualifications

• Minimum of a Bachelor's Degree required, preferably in Finance, Math, Statistics, Computer Science, Economics,
• Engineering or another quantitative background. A Master’s Degree and/or CFA preferred

• Minimum 5 years of experience, which ideally includes index data management and oversight, building and maintaining benchmarks and indices; validation of index risk measures, prices, and security-level compositions; performing end-of-day pricing and stock split processes; processing monthly index rebalances, and addressing performance-related queries.