Maintain single and multi-digital asset indices, including overseeing daily validations and monitoring as well as performing index reconstitutions using Python.
Troubleshoot and address production related issues, identifying root cause and recommending operational improvements to prevent future occurrences.
Assist with the development, backtesting and validation of new digital asset indices and responsible for productionizing and integrating new indices into calculation systems and processes.
Monitor and interpret digital asset token events and assist with the classification of tokens.
Review and perform analysis on existing indices to support potential modifications to methodologies.
Work with large, complex datasets, including time series data, to ensure data quality and integrity through rigorous surveillance and processing.
Oversee and run validation models to test new and existing quantitative models, ensuring their reliability and validity.
Stay current with academic and industry research to inform new index ideas and methodologies.
Work closely with engineers to define technical requirements and test new releases.
Address client inquiries and troubleshoot issues related to index data and methodologies.
Create and maintain comprehensive documentation for all operational processes, controls, and index methodologies.
Requirements
Bachelor's or advanced degree in a quantitative field such as Mathematics, Statistics, Computer Science, Engineering, or a related discipline.
Proven experience as a quantitative developer or in a similar quantitative role, with a minimum of 2 years of relevant work experience.
Strong proficiency in programming languages, particularly Python.
Familiarity with SQL is also highly desirable.
Solid understanding of mathematics and statistics, including concepts like time-series analysis.
Knowledge of financial markets, derivatives, and financial instruments.
Experience working with large datasets, including data cleaning, processing, and analysis.
Exceptional analytical and problem-solving skills, with a strong attention to detail.
Familiarity with digital assets and blockchain technology is a significant plus.
Excellent written and verbal communication skills.
Benefits
Health insurance
Flexible work arrangements
Professional development opportunities
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
PythonSQLtime-series analysisdata cleaningdata processingdata analysisquantitative modelingindex reconstitutionvalidation modelsdigital asset indices
Soft skills
analytical skillsproblem-solving skillsattention to detailcommunication skills