Senior Quantitative Developer

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Senior Quantitative Developer Apply locations New York City, United States time type Full time posted on Posted Yesterday job requisition  R0101399

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.

. 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.

. 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…