Senior Derivatives Analytics Lead, Pricing & Valuation

London Stock Exchange Group; New York (NY); On-site; USD 113,000 - 189,000; Full time

Job summary

London Stock Exchange Group (LSEG) is seeking a quantitative professional to join the Americas derivatives analytics team. You will lead production of pricing data, support valuation, and deliver client-ready analytics across vanilla and complex products, using Python to automate workflows and improve accuracy.

Applicants should hold a Master’s or PhD in a quantitative field and have hands-on experience in derivatives analytics, pricing concepts, and programming.

Qualifications

• Master's degree or PhD in Mathematics, Statistics, Financial Engineering, Finance, Computer Science, or a related quantitative field.
• Experience in Quantitative Analytics, Quantitative Research, Derivatives Analytics, Data Science, or a related field.
• Understanding of derivatives pricing and valuation concepts.
• Experience with Python or other programming languages.
• Strong analytical, problem-solving, and interpersonal skills.

Responsibilities

• Lead the end-to-end production cycle for derivatives products, including quality checks, production, and client deliveries.
• Support pricing and valuation activities across a range of derivatives products.
• Capture and document requirements for both vanilla and sophisticated derivatives products.
• Handle client pricing workflows and provide analytical support throughout the valuation cycle.
• Serve as a key contact for client communications related to derivatives pricing and analytics.
• Support the development, testing, and implementation of quantitative models and methodologies.
• Use Python and other programming languages to automate processes and enhance analytics.

Skills

Quantitative analytics

Derivatives pricing

Python

Data analysis

Education

Master's or PhD in a quantitative field

Job description

London Stock Exchange Group (LSEG) is seeking a quantitative professional to join the Americas derivatives analytics team. You will lead production of pricing data, support valuation, and deliver client-ready analytics across vanilla and complex products, using Python to automate workflows and improve accuracy.

Applicants should hold a Master’s or PhD in a quantitative field and have hands-on experience in derivatives analytics, pricing concepts, and programming.