QIS Structurer: Python-Powered Index Innovation

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

Benefits offered by this job

Annual Wellness Allowance

401(k) Matching

Paid time off

Job summary

LSEG (London Stock Exchange Group) is seeking a Quantitative Indices & Strategies (QIS) Structurer to originate new business, develop product and expand the FTSE-Russell QIS platform. Strong Python skills and a solid understanding of quantitative investment strategies across asset classes and risk premia.

You will collaborate with research, IT and distribution partners to backtest ideas, write index methodologies and contribute to global business plans.

Qualifications

• Advanced degree or equivalent in finance, mathematics, computer science, or related field.
• Deep understanding of financial markets, systematic investment 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 integration of derivatives-based data and strategies.
• Produce White Paper research and marketing collateral; participate in sales efforts.
• Contribute to business plans, target markets and client segments globally with distribution partners.
• Collaborate with clients to design strategies that optimize performance while preserving representativeness.
• Write corresponding index methodologies and work with IT on front-to-back architecture.
• Implement and expand Python backtesting engine for scalable solutions; analyse and optimise codebase.

Skills

Python

QIS structurer

Finance knowledge

Risk management

Education

Advanced degree in finance/math/CS

Tools

Backtesting engine

Job description

LSEG (London Stock Exchange Group) is seeking a Quantitative Indices & Strategies (QIS) Structurer to originate new business, develop product and expand the FTSE-Russell QIS platform. Strong Python skills and a solid understanding of quantitative investment strategies across asset classes and risk premia.

You will collaborate with research, IT and distribution partners to backtest ideas, write index methodologies and contribute to global business plans.