quantitative developer

The Strat team is responsible for designing, building and maintaining the code that handles the data priming, the model execution and the post-processing of the solution into a format that clients can consume. The biggest component of the role is writing and testing code, which is written in python, so it is important to enjoy coding and be comfortable with designing and writing code in a large, shared codebase. Being comfortable with inter-library dependencies, python package management and continuous development practices is also crucial.

In addition to building the calculations, the Strat team is on the front-line when it comes to executing the multilateral optimization runs, which occur multiple times a week. This requires a high level of engagement with our Production team, to provide timely support during runs and help resolve issues as they arise in real time. A client-focused approach is therefore of paramount importance for the role. Successful candidates will build and support one or more of Quantile products. They work directly with our Production and Product Development teams to enhance the products based on feedback from clients and analysis of runs, as well as on strategic projects. We are looking for a junior quantitative developer to work on our optimisation services development and analytics.

Examples of recent projects include:

• Implement improvements to our IR LCH compression algorithm.
• Extend our LCH compression service suite extending it to FX product.
• Enhance our counterparty Risk optimisation with new constraints and features
• Enhance our support for hedge funds and clearing brokers in initial Margin optimisations
• Improve the runtime performance by reducing the data set and solution search space
• Improve data flow, minimising manual steps, avoiding task duplication, and building an event-driven architecture

Responsibilities:

• Develop enhancements to the service model libraries to add new features and/or improve others. This will be a mix of strategic projects (3-6 months) and shorter-term tactical changes
• Become familiar with the data flow and the run processes and continually strive to improve them
• Investigate how to tune the model to create desired outcomes for clients
• Support live runs

• 2-5 years of professional experience building quantitative, data intensive products in python
• Excellent understanding of software development best practices (such as functional and OO paradigms and standard design patterns) and design principles (SOLID)
• Excellent understanding of commercial development practices such as testing, documentation, package management and SDLC
• Excellent understanding of python for numerical programs. In particular, pandas and numpy are a must
• Excellent problem-solving skills
• Strong communication skills (the role will involve explaining complex algorithms to colleagues with varying technical and mathematical experience)

Desirable

• Knowledge of UNIX & AWS
• Understanding of linear and mixed integer programming, and convex optimisation
• Experience with at least one commercial or open-source optimisation library or a mathematical modelling language
• Understanding of financial derivatives, margin and counterparty credit risk measures
• A solid mathematical background (numerical methods, linear algebra, partial differential equations, probability & statistics)

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 (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment 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., 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. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. 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. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's 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. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. 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. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject. If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.