Index Specialist - QIS/Structured Products

Company Description Indxx, founded in 2005, is a leading global index provider with offices in the United States, Europe and India. The company offers innovative solutions, including end-to-end indexing services, data, and technology products, to the investment management community. Renowned for its expertise and technological advancements, Indxx delivers cutting-edge, best-in-class indexing solutions. The company and its indices have garnered multiple nominations and awards, solidifying its position as a key player in the global indexing space. At Indxx, the motto is clear: Indexing Redefined. Role Description We are seeking a highly analytical and driven Quantitative Index Product Developer to join our Products team. In this role, you will sit at the intersection of financial engineering and product innovation, designing the next generation of systematic indices. You will be responsible for the full lifecycle of strategy development—from rigorous backtesting and signal research to the technical implementation of complex rulesets involving volatility, options, and futures . The ideal candidate brings a blend of quant rigor and structuring creativity to build institutional-grade investment products. Location: Miami (Preferred)/ Frankfurt/ London/ New York Key Responsibilities Strategy Engineering: Design, backtest, and optimize systematic strategies across Equities and Multi-Asset classes, focusing on risk premia, hedging, and volatility-targeted overlays. Complex Modeling: Develop pricing and payoff models for derivative-based indices, including vol-selling strategies, butterfly/spread overlays, and delta-hedged profiles. Lifecycle Management: Draft detailed index methodology documents and work with internal legal and compliance teams to ensure strategies are investable and regulatorily compliant. Infrastructure Development: Maintain and enhance the quantitative research platform, ensuring high-fidelity data ingestion and robust backtesting engines. Client Solutions: Collaborate with sales and structuring desks to provide bespoke index solutions tailored to specific institutional mandates or market views. Required Qualifications & Skills Minimum of 3 years of professional experience in a quantitative research, structuring, or index development role. Degree in a quantitative discipline (e.g., Financial Engineering, Mathematics, Physics, or Computer Science) preferred Expert-level Python (Pandas, NumPy, Scipy) for data analysis and strategy simulation. Strong SQL skills for managing large-scale financial datasets. Experience with version control (Git) and collaborative coding environments. Deep understanding of Equities (indices, single stocks, and ETFs), derivatives and other asset classes Hands-on experience with options: Greeks, volatility surfaces, and futures roll mechanics. Familiarity with risk-management metrics (VaR, Expected Shortfall, Sharpe/Sortino ratios). Demonstrable experience in creating and implementing live or backtested systematic strategies that have transitioned from concept to production. Preferred Attributes Previous experience on a Structuring Desk at a Tier-1 investment bank, a major Index Provider , or a systematic Asset Manager. Knowledge of optimization techniques (e.g., mean-variance, Black-Litterman) and machine learning applications in signal processing. Ability to translate complex mathematical concepts into clear, non-technical insights for stakeholders. #J-18808-Ljbffr Indxx