Senior Market Data Analyst | London, UK

London Stock Exchange Group; London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading global financial markets infrastructure provider seeks a candidate for the Acadia market data team in London. The role involves constructing and validating market data, enhancing automation in Python, and ensuring data quality for risk calculations. The ideal candidate will have a strong background in financial derivatives pricing and relevant scripting skills.

Benefits

Healthcare

Retirement Planning

Paid Volunteering Days

Wellbeing Initiatives

Qualifications

• Strong understanding of financial derivatives pricing.
• Competent with Python scripting and continuous integration processes.
• Familiarity with at least one market data vendor.

Responsibilities

• Construction, deployment and testing of new market data.
• Monitoring data quality and assessing quality of derivative pricing.
• Developing improvements to data modelling and automation.

Skills

Python

C++

Financial Derivatives Pricing

Education

Degree in Quantitative Finance

Degree in Mathematics

Degree in Statistics

Tools

pandas

numpy

Refinitiv

Job description

Company Summary

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 commitment 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.

Position Summary

This position is within LSEG Post Trade Solutions.

The applicant will be part of the Acadia market data team and based in London. They will work closely with colleagues in the operations and development functions in the US, Ireland, UK, Philippines and Germany. The market data team at Acadia is responsible for construction, validation, maintenance and analysis of market data and reference data used in Acadia's risk calculation and backtesting services. We support OTC portfolios across rates, FX, equity, credit, commodities and fixed income securities. Market data is key to our pricing, and we engage closely with the quant development, DB development, support, and reconciliations teams to drive quality and develop our products.

Role Responsibilities

• Construction, deployment and testing of new market data.
• Documentation of models.
• Monitoring data quality.
• Assessing quality of derivative pricing.
• Developing and implementing improvements to data modelling.
• Developing and implementing improvements to our automation in Python.
• Developing and implementing improvements to our pricing software in C++.

Experience and Qualifications Required

• Strong understanding of financial derivatives pricing.
• Competent with Python scripting (pandas, numpy, requests/http).
• Competent with continuous integration processes.
• Familiar with C++.
• Ability to research and present models.
• Familiarity with at least one market data vendor (Refinitiv/LSEG D&A esp.)

Candidate Profile

• Highly numerate with a degree or equivalent experience in quantitative finance, mathematics, statistics or science-related fields.
• Financial markets and products experience, either within risk management, product control or middle office environments (e.g. fund administration).
• Experience of product development lifecycle.

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. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.

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

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.

Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject .

If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

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