Senior Derivatives Pricing & Analytics Lead

LSEG; New York (NY); On-site; USD 113,000 - 189,000; Full time

Benefits offered by this job

Annual Incentive Plan (AIP)

Healthcare

401(k) with company match

Job summary

LSEG is seeking a Senior Associate to lead the end-to-end production cycle for derivatives pricing and analytics across the Americas. You will ensure quality, accuracy, and timely delivery for clients and collaborate with product teams and technology partners.

The role also involves developing, testing, and implementing quantitative models, capturing requirements for vanilla and complex derivatives, and using Python to automate processes and enhance analytics.

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 programming

Analytical skills

Interpersonal skills

Education

Master’s degree or PhD in Mathematics, Statistics, Financial Engineering, Finance, Computer Science, or related quantitative field

Job description

LSEG is seeking a Senior Associate to lead the end-to-end production cycle for derivatives pricing and analytics across the Americas. You will ensure quality, accuracy, and timely delivery for clients and collaborate with product teams and technology partners.

The role also involves developing, testing, and implementing quantitative models, capturing requirements for vanilla and complex derivatives, and using Python to automate processes and enhance analytics.