Quantitative Python Developer
Role details
Job location
Tech stack
Job description
- Design and implement validation framework to assess the performance of analytics produced by LSEG quantitative Libraries.
- Perform in-depth validation of quantitative models and evaluate them using relevant performance metrics.
- Design and implement a technical solution to validate and monitor financial models
- Develop an understanding of the quantitative library and its key components.
- Produce clear, well-structured validation reports and present findings to internal collaborators.
- Define model testing strategies and document model methodologies and assumptions.
- Contribute to build and maintain the automated tests framework.
- Apply strong knowledge of financial markets, including pricing conventions, valuation assumptions.
- Deliver high-quality insights and support with a strong customer-focused mindset.
- Solve complex analytical and technical problems with a high degree of independence.
Requirements
- Solid understanding of quantitative models and methodologies, with the ability to critically assess and validate them.
- Strong proficiency in Python (good development practices) and experience with key data structures and libraries.
- Demonstrated understanding of CI/CD principles
- Knowledge of financial markets, products, and pricing frameworks.
- Strong problem-solving skills and the ability to work on sophisticated model-related challenges.
Benefits & conditions
LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $108,800 - $181,300.
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.