Fixed Income Index Analyst interview

Nickole.1001's picture
Rank: Monkey | banana points 37

Hi all,

I am interviewing for a role as a Fixed income index Analyst and would be grateful if someone can give me more color on what I should be expecting in the interview and How I should prepare.

The role encompasses the full lifecycle of index product development, from market research, prototyping, client validation, product development.
-Extensive modeling of index methodologies in order to produce index constituent list and weights, and to back-test results.

I had some experience working in the asset mgmt industry with good knowledge of finance. My questions are:
1. What's the programming skill it would be required for this position? I'm using EXCEL/VBA/SQL from time to time and still learning Python.
2. What're the daily functions for this position?

Also for the technical questions like above, I have no idea. Can someone please share more insights for this position? Thank you!!

Comments (5)

Oct 2, 2017

Might reflect well if you have a decent understanding of the market for indexed fixed income funds. It's a pretty small market but a lot of firms are throwing resources at it in hopes of finding another rapid-growing area of Asset Management a la equity ETFs and smart beta ETFs.

Most of this is going on for ETFs rather than mutual funds. Does the firm you are interviewing for manage both? Do they have indexed-fixed income products? What indexer do they use for their products?

Feel free to PM me if you want.

    • 1
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Oct 2, 2017
sl55amg:

Might reflect well if you have a decent understanding of the market for indexed fixed income funds. It's a pretty small market but a lot of firms are throwing resources at it in hopes of finding another rapid-growing area of Asset Management a la equity ETFs and smart beta ETFs.

Most of this is going on for ETFs rather than mutual funds. Does the firm you are interviewing for manage both? Do they have indexed-fixed income products? What indexer do they use for their products?

Feel free to PM me if you want.

Thank you for your comments. I PM you for details...

    • 1
Nov 20, 2017

Hi, how was your interview? I've got an interview for the same position as well. Now i'm wondering if you could enlighten me a lit bit. My job descriptions are almost the same as you mentioned, and they focus more on fixed income indexing and ETFs.

Your help will be much appreciated. Thank you.

Nov 20, 2017

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