Senior Quantitative Developer

Senior Quantitative Developer
Notice info
LocationNew York, NY
Job Typefull time
Salary$167,500-$279,300
On-site
Oil and Gas

About This Job

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It’s how we’ve contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years.

This is a manager level role reporting to the Head of Fixed income, Currencies Commodities (FICC) engineering. You will be responsible for supporting, improving, and building out Yield Book’s quantitative index/benchmark construction models and index analytics, and implementing end-to-end index/benchmark system production workflows for bond indexes, currency benchmarks, interest rates benchmarks, commodities indexes and digital assets indexes.

Key Responsibilities

Manage a team of 5 developers.

Lead the development effort of maintaining, improving, and building best-in-class index/benchmark construction models (e.g., optimization, target exposure) and analytics (e.g., turnover, volatility, sharp-ratio).
Propose solutions and strategies to leverage cutting-edge technology (e.g., Generative AI) and the various LSEG internal products to innovate quantitative modelling and analytics in FICC.
Commit to support and improve existing implementations and Learn our cloud platform and lead data processing and model development.
Develop and promote key relationships with internal business and technology/engineering stakeholders. Coordinate with developers, data teams, broader research team, client services, and the product


Management team.

Work closely with the product delivery team to align quantitative delivery priority/timelines with business and client expectations.
Develop and promote key relationships with internal business and technology/engineering stakeholders.


Candidate Profile / Key Skills

10+ years of proven track record in quantitative development
Strong quantitative skill in mathematics and the numerical analysis is required.
Advanced Technical degree in a field such as Computer Science, Engineering, Statistics, Physics, or Mathematics is preferred.
Strong working knowledge of Java and Python programming language is required.
Working knowledge in the fixed income market is desired.
Prior experience with model and data integration in large commercial applications is desired.
Precise articulation of clients needs with a talent for communicating complex ideas and concepts in a concise manner
Extreme attention to detail and interest in operating in a multifaceted, fast-paced environment
High energy, passionate and dynamic self-starter
Pragmatic and motivated result-oriented approach
Excels in an environment that is rapidly growing and changing

This is a manager level role reporting to the Head of Fixed income, Currencies Commodities (FICC) engineering. You will be responsible for supporting, enhancing, and building out Yield Book’s quantitative index/benchmark construction models and index analytics, and implementing end-to-end index/benchmark system production workflows for bond indexes, currency benchmarks, interest rates benchmarks, commodities indexes and digital assets indexes.

Key Responsibilities

Manage a team of 5 developers.

Lead the development effort of maintaining, improving, and building best-in-class index/benchmark construction models (e.g., optimization, target exposure) and analytics (e.g., turnover, volatility, sharp-ratio).
Propose solutions and strategies to leverage cutting-edge technology (e.g., Generative AI) and the various LSEG internal products to innovate quantitative modelling and analytics in FICC.
Commit to support and improve existing implementations and Learn our cloud platform and lead data processing and model development.
Develop and promote key relationships with internal business and technology/engineering stakeholders. Coordinate with developers, data teams, broader research team, client services, and the product


Management team.

Work closely with the product delivery team to align quantitative delivery priority/timelines with business and client expectations.
Develop and promote key relationships with internal business and technology/engineering stakeholders.


Candidate Profile / Key Skills

10+ years of proven track record in quantitative development
Strong quantitative skill in mathematics and the numerical analysis is required.
Advanced Technical degree in a field such as Computer Science, Engineering, Statistics, Physics, or Mathematics is preferred.
Strong working knowledge of Java and Python programming language is required.
Working knowledge in the fixed income market is desired.
Prior experience with model and data integration in large commercial applications is desired.
Precise articulation of clients needs with a talent for communicating complex ideas and concepts in a concise manner
Extreme attention to detail and interest in operating in a multifaceted, fast-paced environment
High energy, passionate and dynamic self-starter
Pragmatic and motivated result-oriented approach
Excels in an environment that is rapidly growing and changing

Compensation/Benefits Information:

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $167,500 - $279,300.

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 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. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.

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.

Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it’s used for, and how it’s obtained, your rights and how to contact us as a data subject.

If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

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