Nasdaq is looking to develop Quantitative Investment Strategy (QIS) indexes across various asset classes to provide more transparent markets and access to opportunities.
Requirements
- Advanced technical proficiency in Python, SQL, R, and Databricks.
- Experience in developing Quantitative Investment Strategies.
- Knowledge of financial market data and derivatives.
- Experience with intraday market data (tick data) is preferred.
- Experience utilizing Tableau or similar data visualization tools to create compelling content that enhances product pitching efforts.
Responsibilities
- Develop, model, and backtest Quantitative Investment Strategy indexes.
- Contribute to creating index methodologies by crafting mathematical formulas.
- Validate backtest results with calculation partners.
- Create new index strategies and develop associated client pitch collateral.
- Coordinate with internal teams to ensure a successful and timely index launch.
- Collaborate with internal teams to assist with production-related client inquiries.
Other
- Majored in Financial Engineering, Computer Science, or a quantitative field (Mathematics, Data Science, or Engineering) with 2-3 years of experience.
- Excellent communication skills and the ability to collaborate effectively with clients, internal teams, and external partners.
- Hybrid work environment (at least 3 days a week in office, subject to change).
- Nasdaq is an equal opportunity employer.
- Individuals with disabilities will be provided reasonable accommodation.
