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