What are the responsibilities and job description for the Quantitative Valuations Lead position at LSEG (London Stock Exchange Group)?
LSEG Evaluated Pricing Service is an independent, global evaluated pricing source covering over 3 million fixed income securities and derivatives. Coverage spans all major financial markets and prices are available at multiple times daily. Our evaluated prices, which provide detailed clarity and market insight, are designed to support asset managers, custodian banks, mutual funds, investment banks, accounting firms, and financial research providers.
The Pricing Service staff consists of over 130 fixed income professionals and support staff in 10 locations: New York, London, Paris, Tokyo, Singapore, Sydney, Bangalore, Mumbai, Gdynia, and Costa Rica. Our experienced evaluators apply consistent and transparent pricing methodologies, incorporating observable market data and standard market convention practices.
The Lead Quantitative analyst at LSEG Evaluated Pricing Service is responsible for developing algorithms for providing timely and accurate intraday and end-of-day evaluations on fixed-income securities. Evaluations are used by banks, brokerage houses, insurance companies, and asset managers for client statements, research, risk analysis, and portfolio value.
Responsibilities:
The quantitative specialist will have following responsibilities:
- Develop fixed income analytics
- Develop Machine Learning and other quantitative models
Required Skills and Education:
- Must have Master's degree in either Artificial Intelligence/Data Science or Quantitative Finance/Financial Engineering
- Must have understanding of fixedincome markets (securitized products experience preferred).
- 3-5 years of experience is required
- Handson experience developing ML models within financial markets.
- Academic project experience in ML or quantitative finance will also be considered.
- Excellent quantitative and analytical skills.
- Strong communication and customerfacing abilities.
- Ability to work effectively in a fastpaced environment with daily deadlines.
Preferred: Tensor Flow, VS, Python, SQL
Career Stage:
Senior AssociateCompensation/Benefits Information:
LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $151,000 - $251,600.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.London Stock Exchange Group (LSEG) Information:
Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.
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.
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.
You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.
LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.
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As a global business, we rely on diversity of culture and thought to deliver on our goals. Therefore we seek talented, qualified employees in all our operations around the world-regardless of race, color, sex/gender, including pregnancy, gender identity and expression, national origin, religion, sexual orientation, disability, age, marital status, citizen status, veteran status, or any other protected classification under country or local law. LSEG is proud to be an Equal Employment Opportunity/Affirmative Action Employer providing a drug-free workplace.
Salary : $151,000 - $251,600