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ICE · 17 hours ago

Senior Director, Index Research & Development

New York, NY

Full-time

Onsite

Senior Level, Lead/Staff

$24K/yr - $32K/yr

10+ years exp

ICE is seeking an exceptional Senior Director of Index Research & Development to lead their Index Research & Development team in designing and implementing next-generation index methodologies. This role involves driving innovation in index construction, delivering thought leadership, and collaborating with senior leadership to identify market opportunities.

E-CommerceFashionJewelryMarketplace

Responsibilities

Define and execute the strategic vision for Index R&D initiatives aligned with business objectives

Lead, mentor, and develop a team of quantitative researchers, data scientists, and index specialists

Collaborate with senior leadership to identify market opportunities and drive product innovation

Establish research priorities and allocate resources across multiple concurrent projects

Present research findings and recommendations to executive leadership and external stakeholders

Design and develop sophisticated index methodologies incorporating advanced quantitative techniques

Conduct rigorous research on factor models, portfolio construction, and risk-adjusted performance optimization

Evaluate and implement cutting-edge approaches to index weighting, rebalancing, and constituent selection

Perform quantitative analysis of market microstructure, liquidity dynamics, and transaction cost modeling

Develop proprietary frameworks for ESG integration, thematic indices, and alternative beta strategies

Architect scalable quantitative frameworks and computational infrastructure for index calculation and backtesting

Implement advanced numerical methods including optimization algorithms, Monte Carlo simulation, and machine learning techniques

Develop automated data pipelines and analytical tools to enhance research productivity

Ensure robust validation, testing, and quality control of all methodologies and systems

Stay current with academic research and industry best practices in quantitative finance

Partner with Product Management to translate research insights into commercially viable index products

Collaborate with Index Operations to ensure seamless implementation and maintenance of methodologies

Work with Sales and Client Services teams to provide technical expertise and thought leadership

Engage with external clients, consultants, and industry partners on complex quantitative challenges

Contribute to white papers, publications, and conference presentations to enhance firm visibility

Qualification

Quantitative FinancePythonNumerical MethodsIndex ConstructionSQLMachine LearningRisk ModelingPortfolio TheoryResearch PublicationLeadershipCollaborationCommunication

Required

Advanced degree (Ph.D. or Master's) in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, Physics, or related quantitative field

10+ years of progressive experience in quantitative research within indices, asset management, investment banking, or financial markets

Proven track record of developing and implementing quantitative methodologies in production environments

5+ years of leadership experience managing quantitative research or analytics teams

Programming: Expert-level proficiency in Python for quantitative analysis, statistical modeling, and automation

Database: Advanced SQL skills for complex data extraction, transformation, and analysis

Numerical Methods: Deep expertise in advanced numerical techniques including: Optimization algorithms (linear, quadratic, convex, non-convex), Stochastic calculus and time series analysis, Numerical linear algebra and matrix computations, Monte Carlo methods and statistical simulation, Computational efficiency and algorithm design

Strong understanding of index construction methodologies, factor models, and portfolio theory

Experience with distributed computing frameworks and large-scale data processing

Comprehensive knowledge of global equity, fixed income, commodity, and/or multi-asset indices

Deep understanding of market microstructure, trading mechanisms, and regulatory frameworks

Expertise in risk modeling, performance attribution, and quantitative portfolio analytics

Familiarity with benchmark governance, index licensing, and industry standards (IOSCO principles)