Senior Quantitative Pricing Engineer

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

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