Quantitative researcher Index R and D (Monterrey)

The successful candidate will be a member of the team based in Monterrey and be expected to lead new index research projects from initial concept through research, development, consultation and successful production implementation.

• Carry out extensive back testing, research and analysis of investment strategies using historical market data, factor models, Sustainability & Climate characteristics and portfolio construction tools to build new indexes and generate investment insights.
• Work on index research projects that include factor investing, thematic investing, multi-asset class strategies, integration of Sustainability / Climate considerations in the investment process and conduct in-depth research and analysis to generate investment ideas for investment strategies.
• Work with other members of the general research teams to write research papers and blogs on investment strategies.
...