Company: London Stock Exchange Group
Location: New York
Posted on: February 25, 2021
ISD / Yield Book prides itself in setting a market standard for
RMBS and CMBS prepayment/default models that are the cornerstone of
Fixed Income Analytics products and services provided by the firm.
Reporting to the Director - Senior CMBS Modeler, this is a
junior-level quant developer role responsible for maintenance and
development of model code in the suite of firms' CMBS models. The
individual will be responsible for development, maintenance, and
support, working closely with Client Service, Product Management,
other Research teams, Data, and Technology:
- Learning and understanding Yield Book CMBS prepayment
- Deep understanding of the C++ code implementation of the models
in Yield Book.
- Understanding of data flows that support models.
- Commitment to support and improvement of existing
- Working to clean up and enhance quality of the C++ code of the
- Coordination with developers, data teams, other Research team
members on model code, to facilitate troubleshooting and handle
- Update model implementation documentation at the appropriate
level of clarity and detail.
- Contribute to model validation process, as required by the
internal and external clients.
- Strong coding expertise in C/C++ with at least 2-3 years of
experience is required. Knowledge of Linux OS is required.
- Bachelor's degree in a quantitative field, such as Computer
Science, Engineering, Statistics, or Mathematics.
- Previous financial industry experience with MBS analytics or
other areas of Fixed Income is strongly preferred.
- Strong leadership skills, proven ability to innovate.
- Proven ability to work with clients.
- Strong development skills in Python and data science are a
- Excellent communication skills are required, both oral and
- Team player, ability to learn and understand new analytics
platform quickly and efficiently. People are at the heart of what
we do and drive the success of our business. Our colleagues thrive
personally and professionally through our shared values of
Integrity, Partnership, Innovation and Excellence are at the core
of our culture. We embrace diversity and actively seek to attract
people with unique backgrounds and perspectives. We are always
looking at ways to become more agile so we meet the needs of our
teams and customers. We believe that an inclusive collaborative
workplace is pivotal to our success and supports the potential and
growth of all colleagues at LSEG. A career with London Stock
Exchange Group offers you the opportunity to be at the centre of
the financial community. As well as competitive salaries and a
range of attractive benefits, we maximise each employee's potential
through personal development plans, training, coaching and
mentoring. Please take a moment to read this privacy notice
carefully, as it describes what personal information the London
Stock Exchange Group ("We") may hold about you, what it's used for,
and how it's obtained. If you would like this information to be
removed from the London Stock Exchange Group HR database, please
either submit a deletion request through the Account Settings menu
in your account or contact firstname.lastname@example.org for assistance. Full
time R-021348 About Us London Stock Exchange Group (LSE.L) is a
diversified international market infrastructure and capital markets
business sitting at the heart of the world's financial community.
The Group can trace its history back to 1698. The Group operates a
broad range of international equity, bond and derivatives markets,
including London Stock Exchange; Borsa Italiana; MTS, Europe's
leading fixed income market; and Turquoise, a pan-European equities
MTF. It is also home to one of the world's leading growth markets
for SMEs, AIM. Through its platforms, the Group offers
international business and investors unrivalled access to Europe's
capital markets. Post trade and risk management services are a
significant part of the Group's business operations. In addition to
majority ownership of multi-asset global CCP operator, LCH Group,
LSEG operates CC&G, the Italian clearing house; Monte Titoli,
the T2S-ready European settlement business; and globeSettle, the
Group's newly established CSD based in Luxembourg. The Group is a
global leader in indexing and analytic solutions. FTSE Russell
offers thousands of indexes that measure and benchmark markets
around the world. The Group also provides customers with an
extensive range of real time and reference data products, including
SEDOL, UnaVista, and RNS. London Stock Exchange Group is a leading
developer of high performance trading platforms and capital markets
software for customers around the world. In addition to the Group's
own markets, over 35 other organisations and exchanges use the
Group's MillenniumIT trading, surveillance and post trade
technology. Headquartered in London, with significant operations in
North America, Italy, France and Sri Lanka, the Group employs
approximately 4,700 people. EEO Commitment London Stock Exchange
Group is an equal opportunity employer that evaluates qualified job
applicants, and makes decisions with respect to all aspects of
employment, without regard to race, religion, color, sex, national
origin, disability, veteran status, gender identity, sexual
orientation or any other characteristic protected by applicable
Keywords: London Stock Exchange Group, New York , Quant Developer, IT / Software / Systems , New York, New York
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