QIS Structurer: Python-Driven Indices & Strategies

LSEG; New York (NY); On-site; USD 144,000 - 240,000; Full time

Benefits offered by this job

Annual Wellness Allowance

Paid time-off

Medical Insurance

Dental Insurance

Vision Insurance

401(k) with company match

Job summary

London Stock Exchange Group (LSEG) is seeking a Quantitative Indices & Strategies (QIS) Structurer to originate new business opportunities and expand the FTSE-Russell QIS platform. Strong Python skills and asset-class risk premia experience are essential.

The role involves collaboration with research, distribution, and IT to build scalable backtesting and index methodologies, with global market scope and a competitive base salary.

Qualifications

• Advanced degree in finance, mathematics, computer science, or related field.
• Strong Python and QIS experience.
• Deep understanding of financial markets, systematic strategies, derivatives pricing, and risk management.

Responsibilities

• Develop new QIS products across asset classes with research and distribution partners.
• Drive innovation in index construction and derivatives data integration.
• Produce white papers and marketing collateral; support sales.
• Identify target markets and client segments globally with distribution partners.
• Collaborate with clients to ensure strategies optimize performance while maintaining integrity and representativeness.
• Write corresponding index methodologies.
• Work with IT to build front-to-back architecture including back-testing, validation, and publication.
• Implement and expand Python backtesting engine for scalable solutions.
• Analyze and optimize existing codebase for performance.

Skills

Python

QIS experience

Financial markets knowledge

Derivative pricing

Backtesting

Education

Advanced degree in finance/math/CS

Tools

Backtesting engine

Python development tools

Job description

London Stock Exchange Group (LSEG) is seeking a Quantitative Indices & Strategies (QIS) Structurer to originate new business opportunities and expand the FTSE-Russell QIS platform. Strong Python skills and asset-class risk premia experience are essential.

The role involves collaboration with research, distribution, and IT to build scalable backtesting and index methodologies, with global market scope and a competitive base salary.