Description
You will join the Applied Solutions & Production (ASP) team, an in-house technical team within Evaluated Pricing Operations (EPO), as a key member in shaping and building the future of technology for EPO fixed income pricing.
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 addressed 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.
Responsibilities:
- Design and implement pricing tools according to business needs
- Use tools primarily involved in generating prices, as well as secondary tools such as data parsers, automated QA reports, and research tools
- Conduct research and development for pricing algorithms in conjunction with asset class experts and participate in model lifecycle maintenance adhering to best practices
- Develop junior talent through mentoring/shadowing/code reviews
- Participate in strategic planning discussions for large projects, vendor partnerships, etc.
Requirements:
- 3+ years of professional experience in software design and support, including self-QA & testing, code review, documentation, training, and operational support
- Experience (3+ yrs) in quantitative finance research and development
- Fluency with Python (preferred) and other programming languages
- 3+ years working knowledge of relational databases and SQL
Competitive Candidate Skills:
- 3+ years with fixed income securitization and pricing methodologies
- Knowledge of LLMs and traditional ML algorithms
Benefits: LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.