Prior experience of one (1) year must include: developing, producing implementation, and maintaining of mission critical software in a high-performance oriented object programming language; working with Index construction, Equity derivatives pricing, Equity Multi Factor modeling, and Volatility Regimes Modeling using Markov switching models; applying financial mathematics principles, including but not limited to stochastic calculus, jump processes, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability, and random processes; principal component analysis, hypothesis testing, linear and non-linear regression; and working within equity markets and market structure. Apply a comprehensive and consistent approach to developing, designing, and maintaining indices and strategies, including: writing and reviewing methodology documentation which describes the rules of the STS, including: writing the rulebook describing the STS.