Fixed Income Quantitative Specialist

London Stock Exchange Group; United States; On-site; USD 112,000 - 187,000; Full time

Benefits offered by this job

Annual Wellness Allowance

Paid time-off

Medical

Dental

Vision

Flex Spending & Health Savings Options

401(K) Savings Plan and Company match

Job summary

The Fixed Income Quantitative Specialist role within FTSE Russell at London Stock Exchange Group focuses on researching and developing new fixed income index solutions, conducting backtests, and collaborating with global sales and client teams to expand ETF offerings. Proficiency in Python, Matlab, Excel, and VBA is essential, along with a Masters or PhD in a quantitative field.

The role demands strong communication, cross-functional teamwork, and the ability to manage multiple projects in a

Qualifications

• Master’s Degree or Ph.D. in a quantitative field (e.g., Finance, Economics, Mathematics, Computer Science) or equivalent professional qualifications.
• Drive to achieve business goals; A strong client focused ethic; Superior communication and presentation skills; Ability to deal with multiple priorities and changing requirements; Ability to take a strategic view on commercial opportunities; Self-motivated and team orientated; Excellent relationship skills; Good networking ability; Excellent analytical and problem-solving skills, and a strong degree in a numerate subject; High proficiency in Python, Matlab, Excel and/or VBA.

Responsibilities

• Support global FICC Product and Research agenda with a focus on new index research, generate simulations, backtesting analysis and index prototypes;
• Engage proactively with key client segments to educate on the FTSE approach and capabilities, support product education, adoption and development of client segment and individual client strategies;
• Contribute to the research and supporting analysis for new white papers and studies in the systematic Fixed Income space, such as the use of fixed income factors;
• Acts as a subject matter expert to stakeholders, developing and utilising deep knowledge and expertise of products, and working on enhancing current product offerings;
• Liaise with various teams to establish a client feedback loop to formulate product strategies aimed at creating a differentiated, innovative and best-in-class product portfolio;
• Work closely with the sales, marketing, research teams and product management colleagues to support development and launch of fixed income, currency and commodities benchmark products and services;
• Collaborate on the development, publication of product documentation and client communication, as well as internal education and training to support internal teams, product strategies and client adoption;
• Contribute to the benchmark index product development process; formulating design based on client/market intelligence and thought leadership, rigorously backtesting prototypes, ensuring a high level of operational risk of operational robustness and developing supporting collateral and client engagement programmes with relevant internal teams;
• Work closely with regional and global team to support the further development of global fixed income, currency and commodities product strategies to drive ETF client adoption and AUM-based revenues both regionally and globally, ensuring the FTSE FICC thematic product is differentiated, innovative and best-in-class;
• Collaborate on a program of webinars/digital marketing activities, to support the achievement of the above.

Skills

Financial data engineering

Quantitative research

Mathematics

Financial modelling

Investment markets

Fixed income knowledge

Client-focused

Collaboration across teams

Education

Master’s Degree or Ph.D. in a quantitative field

Tools

Python

Matlab

Excel

VBA

Job description

Role Profile

The Fixed Income Quantitative Specialist of Fixed Income, Currencies and Commodities (FICC), Quantitative Product Research reports directly to the Head of FICC Quantitative Research within the FTSE Russell organization at LSEG. The successful candidate will be involved in the research and development of new systematic and thematic indexes to expand FTSE’s existing family of fixed income indices to cater for the needs of our global sales and client groups. The role will be required to support client engagement programmes, deepen the existing relationship with ETF clients, designing and implementing backtests, leading quantitative fixed income index research and analysis, contribute to the FICC research agenda/reports, as well as supporting content creation around product research. This is an excellent opportunity for a candidate with strong technical skills and product interest to join a dynamic team with client engagement responsibilities across FTSE Russell’s fixed income benchmark products. Working closely with research, sales, marketing, technology, governance & risk teams, the Fixed Income Quantitative Specialist will collaborate on client engagement programmes, acting as a subject matter expert, to support use and adoption. The Fixed Income Quantitative Specialist is a key part of driving cross team collaboration to facilitate a coordinated approach to setting direction of future product, driving enhancement to the product range, and engaging with clients to facilitate a feedback loop across fixed income index solutions. The role requires significant technical knowledge and experience. Given the dynamic nature of the role and need to engage with a wide cross section of internal and external stakeholders, good communication skills, critical thinking, ability to adapt in a dynamic environment and manage several products in parallel are essential to the role.

Core Responsibilities

• Support the global FICC Product and Research agenda with a focus on new index research, generate simulations, backtesting analysis and index prototypes;
• Engage proactively with key client segments to educate on the FTSE approach and capabilities, support product education, adoption and development of client segment and individual client strategies;
• Contribute to the research and supporting analysis for new white papers and studies in the systematic Fixed Income space, such as the use of fixed income factors;
• Acts as a subject matter expert to stakeholders, developing and utilising deep knowledge and expertise of products, and working on enhancing current product offerings;
• Liaise with various teams to establish a client feedback loop to formulate product strategies aimed at creating a differentiated, innovative and best-in-class product portfolio;
• Work closely with the sales, marketing, research teams and product management colleagues to support development and launch of fixed income, currency and commodities benchmark products and services;
• Collaborate on the development, publication of product documentation and client communication, as well as internal education and training to support internal teams, product strategies and client adoption;
• Contribute to the benchmark index product development process; formulating design based on client/market intelligence and thought leadership, rigorously backtesting prototypes, ensuring a high level of operational risk of operational robustness and developing supporting collateral and client engagement programmes with relevant internal teams;
• Work closely with regional and global team to support the further development of global fixed income, currency and commodities product strategies to drive ETF client adoption and AUM-based revenues both regionally and globally, ensuring the FTSE FICC thematic product is differentiated, innovative and best-in-class;
• Collaborate on a program of webinars/digital marketing activities, to support the achievement of the above.

Key Aspects of the Position

Taking on several projects across the region, to support and enhance the existing product portfolio and to ensure a continuous development of high quality and innovative fixed income, currencies and commodities Products and Research; Support product programmes in the region to deliver results; Contribute to a culture of excellence and rigour, to ensure our product range is best-in-class; Contribute to developing a quantitative product strategy for the region and contributing to the global product strategy; Support of strong linkage between the Research, Sales and Marketing teams and Product Management colleagues; Liaise with teams across the group (as appropriate) to facilitate cross-group collaboration and recognise opportunities; Develop a deep understanding of index management / operational / technical / system requirements to best inform the product roadmap; Encourage use of research across the client range; Understand and communicate an assessment of client segments to inform strategy; Facilitate a client feedback loop to best inform product development agenda and ensure a pipeline of high quality fixed income, currencies and commodities products for consideration.

Candidate Profile / Key Skills

• Experience in the area of financial data engineering, quantitative research, mathematics, financial modelling, investment markets or closely related areas;
• Market knowledge of fixed income, portfolio construction, analytics, and a good understanding of the utility to end users;
• Experience in working on development of fixed income benchmark products, portfolio construction, idea conception, setting up test parameters, running analysis and backtesting, benchmark creation and formulating a strategy to support the new product;
• Understanding of the investment process and experience in dealing with asset owners, investment consultants, and asset managers;
• Proven ability to collaborate across functional teams to deliver results;
• Client focused and service oriented;
• Self-motivated and team orientated.

Qualifications

Master’s Degree or Ph.D. in a quantitative field (e.g., Finance, Economics, Mathematics, Computer Science) or equivalent professional qualifications The individual will need to have the following key attributes: Drive to achieve business goals; A strong client focused ethic; Superior communication and presentation skills; Ability to deal with multiple priorities and changing requirements; Ability to take a strategic view on commercial opportunities; Self-motivated and team orientated; Excellent relationship skills; Good networking ability; Excellent analytical and problem-solving skills, and a strong degree in a numerate subject; High proficiency in Python, Matlab, Excel and/or VBA.

Career Stage

Senior Associate

Compensation/Benefits Information

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $112,100 - $186,900. Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/”bonus plan”). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of:

• Annual Wellness Allowance
• Paid time-off
• Medical
• Dental
• Vision
• Flex Spending & Health Savings Options
• Prescription Drug plan
• 401(K) Savings Plan and Company match

LSEG’s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.

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.

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.

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