LSEG's Post Trade Solutions division, Acadia Quantitative Services, is looking to solve the problem of continuous development and client support for pricing and risk analytics libraries, applications, and hosted risk management services.
Requirements
- Proficiency in C++ and Python development
- Experience with QuantLib and ORE is also preferred
- Deep knowledge of financial markets across Rates, FX, Equity, Credit, Fixed Income, and Inflation
- Proven track record in developing complex pricing and risk models for OTC derivatives
Responsibilities
- Extension of the ORE libraries across all OTC derivatives in six asset classes (Interest Rates, Foreign Exchange, Inflation, Equity, Credit, Commodity), including hybrids and exotics.
- Enhance the Python bindings for ORE, including packaging and publishing of the ORE Python module (Python “wheels”)
- Collaborate with global market data, development, and service operations teams to resolve production issues, analyze new requirements, and design analytics extensions.
- Collaborate with Expert Services consulting teams to deliver quantitative pricing and risk management solutions based on clients' requirements.
Other
- Master’s degree in computer science, Mathematics, Quantitative Finance, Physics, Engineering, or a related discipline.
- 2+ years of full-time and/or internship/apprenticeship work experience in quantitative development or financial engineering roles.
- Strong analytical mindset, with the ability to work independently and collaboratively across a distributed international team.
- Ability to work with colleagues across the US, Ireland, UK, Germany, and Philippines
- LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.
