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Benchmark and Index Control AVP

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Salary £80k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/28040
Contact Tim Holbrough
Date posted 08-02-2018

Leading International Bank seeking a Benchmark and Index Control AVP to join their London office
Key Responsibilities:
• Executing administration and usage control on Bank administered and branded
• Reviewing index methodology across all asset classes, including strategy indices, algorithmic, hybrid, ESG, commodities and hedge fund indices
• Index Back-testing and managing market data source
• Overseeing new index launch controls
• Monitoring index landscape and managing index inventory
• Providing regulatory guidance advice for the Bank’s businesses
• Collaborating closely with internal and external Index users, across Trading, Structuring, Sales, Research, Asset Management and Wealth Management divisions
• Implementing European Union (EU) Benchmark Regulation, including coordinating with national authorities (such as Financial Conduct Authority and BaFIN) and supranational regulatory bodies (such as ESMA and DG FISMA)
• Benchmarking Submission Methodology reviews for Survey and Active Transaction Based Europe, the Middle East & Africa benchmarks, including LIBOR, EURIBOR and EONIA
Skills & Qualifications:
• Sound knowledge of a broad asset class and product knowledge
• Direct or indirect experience in Indices/Benchmarks space
• Solid experience of operating with large data sets in Microsoft Excel and Access, Visual Basic for Applications, SQL, Python, R, Mathematica or similar would be advantageous
• Familiar with Bloomberg or Reuters usage as data sources
• Interest in regulatory developments and reforms, including EU Benchmark directive, Market In Financial Instrumentals Directive II, Undertakings for Collective Investment in Transferable Securities and Alternative Investment Fund Managers Directive
• Ability to adapt to changes in regulation, legislation and auditing standards

For applications or enquiries, please email Tim.Holbrough@BRUINFinancial.com

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Contact Tim about this job

AVP, Consultant