International Index Researcher

International Index Researcher

About Our Client:
- A top-tier Chinese asset management institution

Location:
- Hong Kong

Responsibilities:

Index Tracking and Evaluation
- Continuously monitor major overseas indices (including broad-based, sector, thematic, and strategy indices)
- Analyze index methodologies, constituent structures, historical performance, and risk characteristics
- Evaluate the investment value of indices and produce in-depth research reports to support index fund and product design

Index Development and Optimization
- Participate in the design of customized index solutions (such as Smart Beta, ESG themes, sector rotation)
- Provide recommendations for optimization to meet product innovation needs
- Study the impact of index rebalancing and constituent adjustments on fund operations

Data Modeling and Quantitative Analysis
- Construct index simulation portfolios and calculate key metrics (tracking error, liquidity, turnover)
- Develop index evaluation models for quantitative analysis of return attribution and risk exposures

Support for Product and Investment Decisions
- Provide recommendations on underlying index selection and feasibility analysis for the launch of index funds
- Assist the investment team in monitoring the operation of index funds, highlighting tracking deviations, and offering adjustment recommendations

Market Research and Industry Insights
- Track global trends in indexation, regulatory policies, and competitor activities
- Produce periodic industry analysis reports
- Research the application potential of emerging asset classes (such as REITs and commodity indices)

Pre-requisites:

Educational Background
- Master’s degree or above from a top-tier domestic or international university
- Preferred majors: Financial Engineering, Statistics, Economics, Mathematics, Computer Science, or related fields

Professional Knowledge and Skills
- Familiarity with index construction methodologies (market-cap weighting, equal weighting, factor weighting) and mainstream index systems
- Proficiency in Python, R, and SQL for data processing, modeling, and back-testing (required)
- Knowledge of Bloomberg and other financial terminals and databases
- Understanding of relevant fund regulations and index fund operational processes (including subscriptions, redemptions, constituent adjustments)

Experience
- 3+ years of experience in index research, quantitative analysis, or financial engineering
- Experience with overseas mutual funds, brokerages, or index providers is preferred
- Demonstrated ability to independently execute index research projects; experience in index development or strategy index design is a plus