Sisi Xue

About Sisi Xue

With over a decade of experience in financial data analysis and product development, I work as a Senior Analyst at NYSE, specializing in the design and development of thematic, factor, and benchmark indices. My mission is to enhance index performance and deliver innovative solutions that align with the dynamic needs of the financial industry. I bring a collaborative mindset and a passion for leveraging data automation to drive efficiency and accuracy, contributing to NYSE\'s commitment to providing cutting-edge financial products. At NYSE, I contribute to developing and verifying new product builds, back-testing index performance, and supporting daily operational needs such as index calculations and corporate action treatments. My technical expertise includes refining index methodologies, improving performance metrics, and coordinating system enhancements. By combining industry research and technical skills, I aim to empower our team to deliver exceptional index solutions to a global audience.

Experience

1. Senior Index Analyst

   Nyse

   Apr 2019 — Present · US

   Design,develop, and verify new product build, including thematic index, factor index, benchmark Index, broad-market index, customize index, etc. Back-test index performance, and compile index methodology Performance rebalance and reconstitution for existing indices with ETFs. Generate new index ideas based on industry research Analyze and improve Index performance by adjusting eligible sectors of universe, adding financial fundamental data in scope, enhancing dividend yield calculation, and capping final constituent weight, etc. Daily support for index add-hoc questions, including, calculation, corporate action treatment, publish notice etc. Coordinate system enhancements and development of Index Data Products and automation process Trained and mentored team members on index calculation, advanced product knowledge, and customer relationship management, etc. Periodically review index Rebalance Calendar, Corp Action setup, Methodology, and Withholding Tax rate Various projects with multiple internal teams, including Sales, Marketing, Technology, and Ops, etc

Education

• Jilin University

  Bachelor's degree, Management

  2006 — 2010

• Illinois Institute of Technology

  Master's degree, Finance, General

  2011 — 2013

• Jilin University

  Bachelor's degree, Business Communication in English

  2006 — 2008

Skills

• Vba
• Bloomberg
• C/C++
• Derivatives
• Sql
• Technical Data Analysis
• Python
• Project Management
• Banking
• Risk Management
• Financial Modeling
• Unix
• Fixed Income
• Microsoft Excel
• Matlab
• C#