Quantitative Valuations Specialist

LSEG; Greater London; On-site; GBP 80,000 - 120,000; Full time

Job summary

London Stock Exchange Group (LSEG) invites applications for a Senior Associate within the Applied Solutions & Production team of Evaluated Pricing Operations. You will design, develop and support pricing tools used by the fixed income evaluations staff and help ensure pricing accuracy and scalability across production workflows.

You will work with global colleagues to research pricing algorithms, implement solutions, and mentor junior staff while participating in strategic projects with vendors

Qualifications

• 3+ years of professional experience in software design and support, including self QA & testing, code review, documentation, training, and operational support.
• Experience (3+ yrs) in quantitative finance research and development
• Fluency with Python (preferred) and other programming languages
• 3+ years working knowledge of relational databases and SQL

Responsibilities

• Design/implement pricing tools according to business need
• Use tools primarily involved in generating prices, but also secondary tools such as data parsers, automated QA reports, research tools, etc
• Conduct research and development for pricing algorithms in conjunction with asset class experts and participate in model lifecycle maintenance adhering to best practices
• Develop junior talent through mentoring / shadowing / code reviews
• Participate in strategic planning discussions for large projects, vendor partnerships, etc

Skills

Python

Relational databases

SQL

Fixed income pricing

Quantitative finance

Job description

You and your team, Applied Solutions & Production (ASP) is an in-house technical team within Evaluated Pricing Operations (EPO). The team currently consists of staff in the US, Costa Rica, and Poland. As part of a small team, you will be a key member in helping shape and build the future of technology for EPO fixed income pricing.

Why is this job important?

The ASP team designs, develops, and supports various tools used by the fixed income evaluations staff of EPO. These tools are fundamentally integrated into the daily production process of EPO. Errors in the production pricing processes can lead to negative client impacts if not address quickly. As such, the tools and software must be scalable and robust, and you must fully understand the processes/workflows around those tools to help resolve errors in real-time. The team additionally supports subject matter experts in research to develop new pricing algorithms and approaches in validating pricing accuracy through the use of standard statistical models as well as cutting edge AI systems.

What are we looking for?

Basic Qualifications/Requirements:

• 3+ years of professional experience in software design and support; including self QA & testing, code review, documentation, training, and operational support
• Experience (3+ yrs) in quantitative finance research and development
• Fluency with Python (preferred) and other programming languages
• 3+ years working knowledge of relational databases and SQL

Will be a Competitive Candidate if you possess the following Skill Sets:

• 3+ years with fixed income securitization and pricing methodologies
• Knowledge of LLMs and traditional ML algorithms

Daily Tasks Performed:

• Design/implement pricing tools according to business need
• Using tools primarily involved in generating prices, but also secondary tools such as data parsers, automated QA reports, research tools, etc
• Conduct research and development for pricing algorithms in conjunction with asset class experts and participate in model lifecycle maintenance adhering to best practices
• Develop junior talent through mentoring / shadowing / code reviews
• Participate in strategic planning discussions for large projects, vendor partnerships, etc

Career Stage:

Senior Associate

London Stock Exchange Group (LSEG) Information:

Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.

Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce.

We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone’s race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs.

You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

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