Senior Analyst Index Calculation

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The Business

 

The Role

If your expertise lies in preparing historical statistical analysis on equity and commodity indices, a position as Senior Analystis ideal for you. In this role, you will be responsible for the daily deliverables within index calculation function as per defined SLA on accuracy and timeline.

 

To qualify for this role, you need to have around three years of total work experience with exposure to proprietary rule based index maintenance or investment strategy building for an Investment bank / Hedge Fund / Index Provider.

What the Business Does

This role is based in the Custom Indices team at Global Analyticsreporting to theTeam Manager I- Index Calculation.

 

The Custom Indices team supports the global Dynamic Strategy team located in the UK with the calculation, verification and publishing of daily closing values of RBS and other third party Indices covering equities, FX, commodities and multi-asset indices. The team works in a highly regulated environment and needs to adhere to principles as mandated by various financial regulators.

 

Your Responsibilities

As Senior Analyst, you will be required to:

  • Daily calculation of Custom Indices and Dynamic Strategies; backtest algorithm based indices on equity, FX, commodity or rolling future strategies; work on index rebalance of equity indices and finalise the stock basket which fulfill all index rules; work in commodity indices rollovers in accordance with index algorithms
  • Monitor Markets for corporate actions, Disruptions and other events and plan for relevant action ahead of the event; maintain roll calendars, rebalancing calendars, corporate action calendars and error logs
  • Ensure compliance of self ORAP (Operational risk assessment plan), Information risk and data security, Business continuity plan, ISO,  security; ensure all audit (ISO, ISMS, BCM, Group audit) requirements (internal/external) are satisfactorily met
  • Ensure customer satisfaction through timely work delivery and quality of service; develop functional expertise across asset classes (equity, future rolling, commodities and trend following algorithm based indices)
  • Ensure all activities are compliant with the Principles for Financial Benchmarks published by IOSCO (International Organization of Securities Commissions) and the Principles for Benchmark-Setting Processes in the EU published by the European Securities and Markets Authority (ESMA) and the European Banking Authority (EBA)

 

Skills you need

  • Engineering from top-tier institute or M.B.A ( Finance ) or  Any Master Degree in Finance stream; good Knowledge of Excel, VBA and MS Access database
  • Working knowledge of financial databases like Bloomberg and Reuters; CFA Level 2 completed or candidature preferred
  • Knowledge of Object Oriented Programming and MATLAB/ R would be an added advantage
  • Demonstrate high degree of analytical, numerical and verbal competencies
  • Fair understanding of RBS Corporate and institutional business and various products

 

Why RBS?

RBS doesn’t just provide you with an exciting work and a generous pay package. We take pride in ensuring your personal and professional development are first and foremost. You will have access to a range of development and learning programs, services and support designed to help you manage and balance your work/life priorities.

 

Whether its retirement planning, supporting a charity close to your heart or taking care of your well-being, RBS makes sure you are taken care of. For more information on our benefits, please visit our website.

 

At RBS, our purpose is to serve customers well. We serve around 24 million customers across the globe, and our aim is to consistently meet their needs wherever they find us.  Our ambition is to become the UK’s number-one bank for customer trust, service and advocacy by 2020. Our global workforce is integral to helping us achieve this goal.

 

With colleagues across 5 main states, and connected across-the-globe by common values and a unified ambition, RBS India delivers vital bank functions that help us offer truly round-the-clock support to our UK customers, and 24/7 banking to our international customers.

 

RBS welcomes applications from all sections of the community.

 
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