Description
We are seeking a Quantitative Development Manager to join our Quantitative Services team within the Post Trade Solutions division at LSEG in Duesseldorf, Germany.
You will manage development priorities, architecture, and code contributions/quality review for the PTS Open Source Risk Engine (ORE) software codebase, used across multiple internal LSEG businesses and by 150+ clients.
Responsibilities include:
- Contributing to development priorities related to ORE for monthly internal software releases and quarterly open source releases
- Engaging with internal stakeholders across multiple development and engineering functions, with occasional communication with bank and asset manager clients
- Previous experience developing derivatives pricing and risk models across multiple asset classes is required
- Clear communication of technical quantitative finance topics, research priorities, and translation into efficient C++ code within the ORE codebase
Requirements:
- 7+ years of senior quantitative development experience in financial services, with expertise in C++ and Python
LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.
As 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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