As a senior-level Commodity Index Strategist, the candidate will be responsible for the following:
• A technical understanding of commodity index mechanics, preferably to the extent where the candidate has the ability to design and implement his or her own back-testing system with data sourced either externally from the Bloomberg API or internally through Restful APIs.
• The candidate should be a proficient to advanced Python user. This ability is crucial for the bank as the role ultimately is about producing actionable systematic, commodity-based trade ideas. As such, the role requires the ability to design and rapidly modify systematic index trades at the concept level and conduct interactive dialogue with the client to achieve the final product. This communication ability is crucial in coordinating reverse inquiries either based on an SG idea or a client.
• An ability to communicate effectively as one crucial requirement will be presenting a new systematic index concepts, listening to the client’s concerns and then translating this into an augmented version that addresses these concerns within the framework of the bank’s infrastructure. This includes assessing and prioritizing client requests against their technical feasibility and NBI potential.
• Effective idea generation to convert his or her knowledge of commodity markets into systematic strategy ideas and actionable back tests. This creative angle is crucially important to generate an enhanced content-based conversation with institutional clients. Embracing this as core to the role is ultimately what led to the development of the successful CODA based family of SG indices.
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