Quantitative Valuations Specialist

Quantitative Valuations Specialist

Full-Time 65000 - 78000 £ / year (est.) No working from home possible
London Stock Exchange Group

At a Glance

  • Tasks: Design and implement innovative pricing tools for fixed income evaluations.
  • Company: Join a leading global financial markets infrastructure provider with a focus on innovation.
  • Benefits: Enjoy healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.
  • Other info: Collaborative culture that values individuality and encourages new ideas.
  • Why this job: Make a significant impact in a dynamic team while shaping the future of financial technology.
  • Qualifications: 3+ years in software design, quantitative finance, and fluency in Python.

The predicted salary is between 65000 - 78000 £ per year.

You and your team, Applied Solutions & Production (ASP) is an in-house technical team within Evaluated Pricing Operations (EPO). The team currently consists of staff in the US, Costa Rica, and Poland. As part of a small team, you will be a key member in helping shape and build the future of technology for EPO fixed income pricing.

Why is this job important? The ASP team designs, develops, and supports various tools used by the fixed income evaluations staff of EPO. These tools are fundamentally integrated into the daily production process of EPO. Errors in the production pricing processes can lead to negative client impacts if not addressed quickly. As such, the tools and software must be scalable and robust, and you must fully understand the processes/workflows around those tools to help resolve errors in real-time. The team additionally supports subject matter experts in research to develop new pricing algorithms and approaches in validating pricing accuracy through the use of standard statistical models as well as cutting edge AI systems.

What are we looking for?

  • Basic Qualifications/Requirements:
    • 3+ years of professional experience in software design and support; including self QA & testing, code review, documentation, training, and operational support
    • Experience (3+ yrs) in quantitative finance research and development
    • Fluency with Python (preferred) and other programming languages
    • 3+ years working knowledge of relational databases and SQL
  • Will be a Competitive Candidate if you possess the following Skill Sets:
    • 3+ years with fixed income securitization and pricing methodologies
    • Knowledge of LLMs and traditional ML algorithms
  • Daily Tasks Performed:
    • Design/implement pricing tools according to business need
    • Using tools primarily involved in generating prices, but also secondary tools such as data parsers, automated QA reports, research tools, etc
    • Conduct research and development for pricing algorithms in conjunction with asset class experts and participate in model lifecycle maintenance adhering to best practices
    • Develop junior talent through mentoring / shadowing / code reviews
    • Participate in strategic planning discussions for large projects, vendor partnerships, etc

Career Stage: Senior Associate

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.

Quantitative Valuations Specialist employer: London Stock Exchange Group

At London Stock Exchange Group, we pride ourselves on being an exceptional employer that champions innovation and sustainability. Our collaborative work culture fosters professional growth, offering employees ample opportunities to develop their skills in a dynamic environment focused on sustainable investment. Located in the heart of London, we provide a vibrant workplace with access to industry-leading resources and a commitment to making a positive impact in the financial sector.

London Stock Exchange Group

Contact Details:

London Stock Exchange Group Recruitment Team

We think you need these skills to ace Quantitative Valuations Specialist

Software Design
Quality Assurance
Code Review
Documentation
Training
Operational Support
Quantitative Finance Research