Senior Quantitative Equity Researcher (Index Strategies)

ISS-STOXX is seeking a Senior Equity Specialist to join the Factor and Quantitative Index R&D team in London. The Factor and Quantitative Index R&D team helps build and maintain systematic strategies by leveraging STOXX’s flagship indices and Axioma’s proprietary portfolio optimizer, factor‑based risk models, and quantitative expertise. The group interacts with asset managers, asset owners, ETF providers, and investment banks to generate customized strategies that meet their investment needs. The specialist will work closely with other team members to develop quantitative factor and sustainability (ESG and climate) equity indices at ISS‑STOXX.

Responsibilities

• Develop quantitative factor and sustainability equity indices at ISS‑STOXX.
• Maintain the existing code and software processes in GitHub using industry standards and best practices for archival, revision control, peer review, and release management.
• Manage the existing book of STOXX flagship and iSTOXX client‑driven optimized indices.
• Research factor and sustainable value propositions for clients (asset managers, asset owners, ETF providers) and present them in research papers and blog posts.
• Deliver timely responses to client index inquiries and troubleshoot complex client issues.
• Understand STOXX’s flagship benchmark offerings and Axioma’s product offerings, including the portfolio optimizer, factor risk models, and performance attribution.

Desired Qualifications

• Quantitative finance background.
• Prior industry experience is a plus.
• Advanced degree such as a master’s in quantitative finance, Computer Science, or Operations Research, or a professional certification such as CFA.
• Understanding of passive investing, smart‑beta, and sustainable investment themes in equities.
• Understanding of mean‑variance optimization (MVO) portfolio construction techniques and risk‑modeling techniques, including the use of factor models.
• Prior experience in back‑testing passive quantitative strategies – either an industry role or research project – especially those used to generate factor and sustainable equity indices.
• Coding experience in Python and SQL, including the use of REST APIs.
• Experience in C++ and Java is a plus.
• Strong analytical, programming, and data‑manipulation skills, ideally including handling of large, noisy, or incomplete ESG data sets.
• Team player with collaborative and strong people skills.
• Ability to quickly understand existing approaches and apply them to new problems.
• Effective communication and documentation skills, including the ability to present technical concepts to a wide range of audiences and work effectively across teams.

Nice to have: Experience with Axioma’s flagship product offerings, including Axioma Portfolio Optimizer (APO), Axioma factor risk models, and Axioma Portfolio Analytics (APA).

Equal Employment Opportunity

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