Senior Quantitative Analyst

This position is within the Quantitative Services team of the Post Trade Solutions division at LSEG based in Duesseldorf Germany. Responsibilities include:

 

Manage development priorities, architecture, and code contributions/quality review for the PTS Open Source Risk Engine (ORE) software codebase, which is used across multiple internal LSEG Businesses (Acadia, Quantile, SwapAgent, SwapClear, LFA, Model Risk Management) and by 150+ clients.

 

Contribute to development priorities related to ORE for monthly internal software releases for Acadia’s hosted Risk Services, and quarterly open source releases for external clients using ORE locally (relevant to Acadia’s Expert Services consulting clients). Must have previous experience developing derivatives pricing and risk models across multiple asset classes.

 

Requires 7+ years of senior quantitative development (C++, Python) experience in financial services. Candidate must be a clear communicator as it relates to technical quantitative finance topics, research priorities, and how those translate into efficient C++ code within the ORE codebase. Must engage with internal stakeholders across multiple development and engineering functions, with occasional bank and asset manager client communication regarding development priorities in ORE.

Career Stage:

Manager

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.

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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.

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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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