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VBA / Python Data Analyst (Trading Exp)

Company:
PGMTEK
Location:
New York City, New York, United States
Posted:
April 11, 2019

Description:

Looking for an Index Analyst (VBA / Python) for a 1+ year contract assignment

Responsibilities:

Operational support and analysis for Index and iNAV calculation business

Maintain ETF and Index products within proprietary calculation and publication system

Daily administration of custom ETF/ETN baskets for NAV calculation, preparation of custom baskets and complex ETN models before market open

Daily maintenance of all calculated indices, researching and announcement of corporate actions, intraday monitoring of system calculations and supporting clients on market data.

Build tools to support time series models for ETN baskets and corporate actions.

Index Rebalancing/Reviews and New Product Development

Run applicable screens and algorithms and perform necessary research

analysis

Ensure rebalances communicated to public and reflected in system

Develop automated tools to ensure back testing and rebalancing is done efficiently

Coordinate System Enhancements and Development of Index Data Products

Work with system developers and project managers to test system enhancements

Work with Market Data Group on index data products

Required Skills:

A resourceful and driven individual with knowledge of global markets and corporate action monitoring and processing is required.

Understanding of global indexes and portfolio valuation techniques.

Must be proficient in Excel and other Office tools

Must be proficient in at least one object oriented programming language. The team uses VBA, Python.

Must have working knowledge of Oracle / SQL databases.

Proficient in market data terminal systems such as Factset/Reuters/IDS or other financial data terminals.

Bachelor's degree is required, but not necessarily in finance or economics (for example, mathematics).