Senior Quantitative Valuations Analyst

LSEG•New York, NY

1d•$113,300 - $188,800•Remote

About The Position

You and your team, Applied Solutions & Production (ASP) is an in-house technical team within Evaluated Pricing Operations (EPO). The team currently consists of staff in the US, Costa Rica, and Poland. As part of a small team, you will be a key member in helping shape and build 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 address 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. The team additionally supports subject matter experts in research to develop new pricing algorithms and approaches in validating pricing accuracy through the use of standard statistical models as well as innovative AI systems.

Requirements

Master's degree in Financial Engineering / Quantitative Finance / or a related field. Or Bachelor's degree with relevant work experience
Fluency with Python (preferred) and other programming languages
Working knowledge of relational databases and SQL

Nice To Haves

Experience with fixed income securitization and pricing methodologies
Knowledge of LLMs and traditional ML algorithms

Responsibilities

Design/implement pricing tools according to business need
Using tools primarily involved in generating prices, but also secondary tools such as data parsers, automated QA reports, research tools, etc
Conduct research and development for pricing algorithms in conjunction with asset class experts and participate in model lifecycle maintenance adhering to standard methodologies
Participate in strategic planning discussions for large projects, vendor partnerships, etc