LSEG is looking for a graduate/junior quantitative developer to work on their optimisation services development and analytics, specifically to design, build, and maintain code for data priming, model execution, and post-processing of solutions into a consumable format for clients.
Requirements
- Proven experience building quantitative, data intensive products in python
- Excellent understanding of software development best practices (such as functional and OO paradigms and standard design patterns) and design principles (SOLID)
- Excellent understanding of commercial development practices such as testing, documentation, package management and SDLC
- Excellent understanding of python for numerical programs. In particular, pandas and numpy are a must
- Excellent problem-solving skills
- Knowledge of UNIX & AWS
- Understanding of linear and mixed integer programming, and convex optimisation
Responsibilities
- Develop enhancements to the service model libraries to add new features and/or improve others.
- Become familiar with the data flow and the run processes and continually strive to improve them
- Investigate how to tune the model to create desired outcomes for clients
- Support live runs
- writing and testing code, which is written in python
- designing and writing code in a large, shared codebase
- executing the multilateral optimization runs
Other
- Strong communication skills (the role will involve explaining complex algorithms to colleagues with varying technical and mathematical experience)
- A client-focused approach is therefore of paramount importance for the role.
- The anticipated base salary for this position is $81,500 - $135,900.
- This role is eligible for our Annual Incentive Plan (AIP/”bonus plan”).
- LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program
