Quantitative Engineer- Derivates

lseg; Greater London; On-site; GBP 70,000 - 100,000; Full time

Job summary

FTSE Russell, a leader in global indexing and analytics, seeks a Quantitative Engineer to build robust, scalable applications for index solutions. You will work at the intersection of finance and technology, delivering high-quality software and reliable analytics for internal and external stakeholders.

You’ll gain exposure to quantitative methods, systematic investment strategies and the full lifecycle of our product offerings, while collaborating with Product, Research and Operations teams to

Qualifications

• Minimum 2 years experience of quantitative analytics, research and development within financial services with a bank, asset manager, insurance company or related vendor.
• Strong background and expertise in data and methods applicable within risk management, portfolio construction, systematic investing.

Responsibilities

• Develop and Engineer: write clean, efficient code to support index calculations, back-testing, performance attribution and analytics.
• Work with data: integrate, process, clean and analyze financial datasets for production grade applications.
• Automate and Scale: implement RESTful APIs, cloud-native solutions, microservices and CI/CD pipelines.
• Business Support: collaborate with Product, Research and Operations teams to provide tools and extend analytics offerings.
• Learn and Grow: gain exposure to quantitative methods and analytics across lifecycle of index products.

Skills

Quantitative analytics

Financial data analysis

Software development

Tools

RESTful APIs

CI/CD

Cloud-native

Job description

ABOUT US:

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services - and our open-access model - we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity.

LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG's ticker symbol is LSEG.

OUR PEOPLE:

People are at the heart of what we do and drive the success of our business. Our culture of connecting, creating opportunity and delivering excellence shape how we think, how we do things and how we help our people fulfil their potential. We embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage teamwork, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels encouraged to fulfil their potential.

We know that real personal growth cannot be achieved by simply climbing a career ladder - which is why we encourage and enable a wealth of avenues and interesting opportunities for everyone to broaden and deepen their skills and expertise. As a global organisation spanning 70 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with meaningful careers!!

ROLE SUMMARY:

FTSE Russell, a leader in global indexing and analytics, is seeking a skilled and motivated Quantitative Engineer to build robust, scalable and automated applications that support trillions in assets. You will have a combined understanding and background in software engineering, quantitative finance and data analysis to help build the next generation of Index solutions. Your work will be at the intersection of finance and technology, working alongside other analysts and engineers supporting the timely delivery of high-quality software, and fostering a culture of learning, innovation and continuous improvement.

WHAT YOU'LL BE DOING:

As a Quantitative Engineer, you'll build with purpose - solving real-world problems with measurable impact. You will need to possess an excellent attention to detail and an ability to think laterally to solve business problems alongside an ability to hit the ground running, learn quickly and work against tight deadlines.

• Develop and Engineer : Write clean, efficient, maintainable code to support index calculations, back-testing, performance attribution and analytics frameworks used for internal and external stakeholders. Build tools to streamline Index monitoring, validation and rebalancing as well as ad-hoc requests.


• Work with data : Integrate, process, clean and analyze financial datasets including traded instruments (equity, fixed-income, currencies, commodities and their derivatives), reference and alternative data, and ensure their appropriateness for production grade applications.


• Automate and Scale : Implement RESTful APIs, cloud-native solutions, microservices, and automated CI/CD pipelines for rapid delivery. Design test cases and implement automated test drivers. Analyse production problems, provide troubleshooting and support as and when needed.


• Business Support : Collaborate with Product, Research and Operations teams to provide support and tools for their day-to-day and periodic activities, transition prototype code to our unified Enterprise computational framework and extend the Firm's analytics and product offering.


• Learn and Grow : Gain in depth exposure to quantitative methods, systematic investment strategies and associated analytics, and the full lifecycle of FTSER's product offering. Communicate with clarity, precision, and influence, presenting complex information in a clear and concise format that is appropriate for the audience.

WHAT YOU'LL BRING:

• Minimum 2 years experience of quantitative analytics, research and development within financial services with a bank, asset manager, insurance company or related vendor. Strong background and expertise in data and methods applicable within risk management, portfolio construction, systematic invest