Quantitative Engineer

Role Summary

FTSE Russell, a leader in global indexing and analytics, is seeking a skilled Quantitative Engineer to build robust, scalable and automated applications that support trillions in assets. You will have a combined understanding and background in software engineering, quantitative finance and data analysis to help build the next generation of Index solutions. Your work will be at the intersection of finance and technology, working alongside other analysts and engineers supporting the timely delivery of high-quality software, and fostering a culture of learning, innovation and continuous improvement.

• Develop and Engineer
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  Write clean, efficient, maintainable code to support index calculations, back-testing, performance attribution and analytics frameworks used for internal and external stakeholders. Build tools to streamline Index monitoring, validation and rebalancing as well as ad-hoc requests.
• Work with data
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  Integrate, process, clean and analyze financial datasets including traded instruments (equity, fixed-income, currencies, commodities and their derivatives), reference and alternative data, and ensure their appropriateness for production grade applications.
• Automate and Scale
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  Implement RESTful APIs, cloud-native solutions, microservices, and automated CI/CD pipelines for rapid delivery. Design test cases and implement automated test drivers. Analyse production problems, provide troubleshooting and support as and when needed.
• Business Support
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  Collaborate with Product, Research and Operations teams to provide support and tools for their day-to-day and periodic activities, transition prototype code to our unified Enterprise computational framework and extend the Firm’s analytics and product offering.
• Learn and Grow
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  Gain in depth exposure to quantitative methods, systematic investment strategies and associated analytics, and the full lifecycle of FTSER’s product offering. Communicate with clarity, precision, and influence, presenting complex information in a clear and concise format that is appropriate for the audience.

• Minimum 2 years experience of quantitative analytics, research and development within financial services with a bank, asset manager, insurance company or related vendor. Strong background and expertise in data and methods applicable within risk management, portfolio construction, systematic investment strategies, cross-asset cash and derivative instruments and conventions are required.
• Graduate with an advanced degree (MSc or PhD) in Mathematics, Computer Science, Financial Engineering, Statistics, Physics or related scientific discipline, with any further professional qualifications being welcome.
• Strong programming skills in Python and SQL. Experience and exposure to data analytics libraries such as numpy, pandas, scipy, cvxpy. Experience with queries and familiarity with stored procedures. Familiarity with code version control tools such as GIT or similar, and ideally experience with APIs implementation
• Strong background in software engineering best practices, standards and principles. Ability to write high performance code, strong understanding of data structures, algorithmic development, code optimization and complex problem-solving skills are required.
• Additional programming skills in C# or Java, experience defining manipulating, and managing configurations and systems based on JSON and XML models. Database skills across standard technologies such as SQL Server, Sybase, Snowflake or PostgreSQL. Cloud development, management and deployment with services such as AWS (EC2, Lambda, Glue, EKS, SQS) or similar.

Senior Associate

London Stock Exchange Group (LSEG) is an equal opportunities employer and does not discriminate on the basis of 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. LSEG can reasonably accommodate applicants  religious practices and beliefs, as well as mental health or physical disability needs where required.

We are committed to sustainability and to partnering with customers to meet 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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