Role Profile
This is a manager level role reporting to the Head of Fixed income Pricing and Modeling. He or she will be responsible for supporting, enhancing, and building out Yield Book’s advanced analytics and supporting curve fitting, our term structure model, and pricing and risk for Mortgages, CMOs, fixed income derivatives, and corporate bonds. The daily activities will include assisting in modeling and monitoring of various curves, our term structure model, and the pricing of other fixed income security types.
Key Responsibilities
Learn Yield Book’s fixed income pricing model, curve fitting model, and term structure model as well as risk model such as VAR. Commitment to support and improve existing implementations.
Applying quantitative skills to the modeling of the fixed income research.
Willingness to learn data flows that support quant models, i.e. customize data storage and processing to optimize for user experience, cost, and speed.
Support the effort to modularize existing suite of models.
Learn our cloud platform and lead data processing and model development.
Support research around the construction of new models.
Understand model construction and paths to production.
Coordinate with developers, data teams, broader research team, client services, and the product Management team on python code, cloud, and research outreach.
Candidate Profile / Key Skills
Strong quantitative skill in mathematics and the numerical analysis is required.
Advanced Technical degree in a field such as Physics, Computer Science, Engineering, Statistics, Physics, or Mathematics is preferred.
Strong working knowledge in C and C++ is strongly preferred.
Strong working knowledge of Python programming language is preferred.
Working knowledge in the fixed income market is desired.
Prior experience integrating data and models into production processes is desired.
Prior experience producing buyside or sell-side research and publications is desired.
Needs to be self-reliant and resourceful.
Strong motivation and the desire and ability to innovate.
1-2+ years in a similar quantitative role is preferred
Career Stage:
Senior Associate
Compensation/Benefits Information:
LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $151,000 - $251,600.
Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/”bonus plan”). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. 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, which includes offerings of: Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match. LSEG’s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.
