Job Purpose
This is a Python coding position with primary focus on enabling high quality input data for our index franchise.
Responsibilities
- Identify data whose quality is suspect using predictive analytics techniques
- Create algorithms for rebalancing of indices according to the relevant index rule book clearly attributing the causes for changes in composition of indices
- Cleansing historical records of data by imputing null values with non-fictitious data and identifying high variance records using machine learning techniques
- Identifying, extracting, and transforming unstructured data into structured data for further processing using machine learning techniques
- Aid in automating mundane processes
Knowledge and Experience
- Undergraduate degree, preferably in Math or Technology.
- Working knowledge with Python, Structured Query Language and Microsoft Excel.
- Knowledge of Statistics and experience applying these to machine learning models, analyzing results
- Good data visualization skills in Python
- Ability to work under stringent time constraints, multi-task and prioritize workload
- Strong written and verbal communication skills are essential
- Good organizational skills with keen attention to detail
- Ability to work as a part of a team and independently
- 2 to 3 years of relevant work experience
Preferred
- Passed some or all three levels of the CFA Program or working towards the CFA charter
- Knowledge of and/or experience within Equity and Fixed Income Markets, focus on data quality, identifying & analyzing corporate actions
