Fixed Income Quant Researcher

This is a manager level role reporting to the Head of Fixed income Pricing and Modeling. It involves supporting, enhancing, and building out Yield Book’s advanced analytics and supporting curve fitting, our term structure model, and pricing and risk for Mortgages, CMOs, fixed income derivatives, and corporate bonds. Daily activities include assisting in modeling and monitoring various curves, our term structure model, and the pricing of other fixed income security types.

• Learn Yield Book’s fixed income pricing model, curve fitting model, and term structure model as well as risk model such as VAR. Commit to supporting and improving existing implementations.
• Apply quantitative skills to the modeling of the fixed income research.
• Learn data flows that support quant models, customizing data storage and processing to optimize user experience, cost, and speed.
• Support the effort to modularize the existing suite of models.
• Learn the cloud platform and lead data processing and model development.
• Support research around the construction of new models.
• Understand model construction and paths to production.
• Coordinate with developers, data teams, broader research team, client services, and the product Management team on python code, cloud, and research outreach.

• Strong quantitative skills in mathematics and numerical analysis.
• Advanced technical degree in a field such as Physics, Computer Science, Engineering, Statistics, or Mathematics preferred.
• Strong working knowledge of C and C++ strongly preferred.
• Strong working knowledge of Python programming language preferred.
• Working knowledge of the fixed income market desired.
• Prior experience integrating data and models into production processes desired.
• Prior experience producing buyside or sell-side research and publications desired.
• Self‑reliant and resourceful.
• Strong motivation and desire to innovate.
• 1-2+ years in a similar quantitative role preferred.

Senior Associate

LSEG offers a competitive base salary for this position estimated at $151,000 - $251,600, varying by geographic location and level of experience. Roles are typically eligible for the Annual Incentive Plan (AIP) with target rates commensurate with role level and posted career stage. The salary reflects job‑related knowledge, skills, and equivalent experience. In addition to base salary, the role is eligible for the LSEG Benefits program, which includes:
Annual Wellness Allowance, Paid Time Off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug Plan, 401(K) Savings Plan with company match, basic life insurance, disability benefits, emergency backup dependent care, adoption assistance, and commuter assistance.

We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone’s race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy, 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.