Senior Quantitative Valuations Analyst
Top focus
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 address 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 innovative AI systems.
Basic Qualifications/Requirements: Master's degree in Financial Engineering / Quantitative Finance / or a related field. Or Bachelor's degree with relevant work experience Fluency with Python (preferred) and other programming languages Working knowledge of relational databases and SQL Will be a Competitive Candidate if you possess the following Skill Sets: Experience 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 standard methodologies Participate in strategic planning discussions for large projects, vendor partnerships, etc Career Stage: Senior Associate Compensation/Benefits Information: LSEG is committed to offering competitive Compensation and Benefits.
The anticipated base salary for this position is $113,300 - $188,800. Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/”bonus plan”).
Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of: Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match.
LSEG’s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc. 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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