Quantitative Valuations Lead

LSEG • Village of Westhampton Beach, NY

1d • $151,000 - $251,600

About The Position

LSEG Evaluated Pricing Service is an independent, global evaluated pricing source covering over 3 million fixed income securities and derivatives. Coverage spans all major financial markets and prices are available at multiple times daily. Our evaluated prices, which provide detailed clarity and market insight, are designed to support asset managers, custodian banks, mutual funds, investment banks, accounting firms, and financial research providers. The Pricing Service staff consists of over 130 fixed income professionals and support staff in 10 locations: New York, London, Paris, Tokyo, Singapore, Sydney, Bangalore, Mumbai, Gdynia, and Costa Rica. Our experienced evaluators apply consistent and transparent pricing methodologies, incorporating observable market data and standard market convention practices. The Lead Quantitative analyst at LSEG Evaluated Pricing Service is responsible for developing algorithms for providing timely and accurate intraday and end-of-day evaluations on fixed-income securities. Evaluations are used by banks, brokerage houses, insurance companies, and asset managers for client statements, research, risk analysis, and portfolio value.

Requirements

• Training in Data science (degree preferred)
• Bachelor’s degree (master’s preferred)
• Securitized and fixed income Markets understanding
• Experience developing ML models in the financial markets
• Minimum 5 years of experience
• Excellent communication and customer service skills
• Quantitative and analytical skills
• Ability to work in a fast-paced pressured environment with daily deadlines.

Nice To Haves

• Tensor Flow
• VS
• Python
• SQL

Responsibilities

• Develop fixed income analytics
• Develop Machine Learning and other quantitative models

Benefits

• Annual Wellness Allowance
• Paid time-off
• Medical
• Dental
• Vision
• Flex Spending & Health Savings Options
• Prescription Drug plan
• 401(K) Savings Plan and Company match
• basic life insurance
• disability benefits
• emergency backup dependent care
• adoption assistance commuter assistance

What This Job Offers

• Job Type: Full-time
• Career Level: Senior