Director, Data Science, Index Intelligence

Key Skills

Java Programming, Oracle, Python Programming, SQL, MATLAB Programming, R Programming

Job Description

Job Title: Director, Data Science, Index Intelligence

Grade: 13 (Relevant to internal only)

Location: New York

The Director, Data Science, Index Intelligence is a high impact position collaborating with index committees and governance colleagues, as well as operational, commercial, and research groups.

Be a resident authority on a variety of index construction methods ranging from traditional industry classification systems to cutting edge themes using machine learning, artificial intelligence, and natural language processing to determine how AI tools and techniques should be applied to the index construction process.

Inform relevant analytical committees through research, be a voting member on relevant index committees, and represent S&P DJI through cross-divisional outreach and networking.

Participate in relevant industry events and collaborate with external experts, bringing their perspectives to index committees and arranging meetings and/or training for index committee members.

Responsibilities

• Lead analytical oversight of thematic strategy and industry indices by being accountable for major index consultations, methodology revisions, and index committee reporting.
• Lead reviews of underlying construction techniques for thematic indices using machine learning, artificial intelligence, natural language processing, data visualization and other methods.
• Own industry classification methodologies and supporting material.
• Oversee and direct reviews of new index methodologies, coordinating with other stakeholders to resolve questions and issues, and challenging the design group when appropriate before launch.
• Be a principal resource for index committees by leading committee discussions of potential index methodology changes and public consultations and challenging rebalance results.
• Oversee third party data used in the production and maintenance of industry related thematic indices, including due diligence reviews of external data methodologies. Conduct impact analysis of external data methodology changes and identify ways to enhance oversight.

Basic Qualifications

• Undergraduate degree including coursework in finance, economics, mathematics and/or statistics.
• Advanced knowledge in model evaluation, tuning and performance, operationalization and scalability of scientific techniques and establishing decision strategies.
• Hands on experience developing supervised and unsupervised machine learning algorithms (regression, decision trees/random forest, neural networks, feature selection/reduction, clustering, parameter tuning, etc.). Familiarity with reinforcement learning is highly desirable.
• Hands-on experience and strong intellectual grasp of company level information that drives machine learning categorizations of business activities.
• Strong analytical, research and investigative skills, ability to evaluate and assess complex topics and creatively problem-solve.
• Demonstrated understanding of indices and their use in financial products.
• Excellent written and verbal communication skills and the ability to coordinate work done by multiple people and/or groups. Strong attention to detail and work ethic.
• Ability to assume leadership role in coordination with the various groups involved in the development, launch and maintenance of S&P DJI’s thematic strategy indices.

Preferred Qualifications

• Master’s Degree in Engineering, Computer Science, Mathematics, Computational Statistics, Operations Research, Machine Learning or related technical fields.
• Knowledge of programming languages such as Python, R, Matlab etc.
• Working knowledge of company fundamental data.
• CFA Charterholder or progress toward CFA Charter.