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Quant Developer

Company: London Stock Exchange Group
Location: New York
Posted on: February 25, 2021

Job Description:

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:

Role Responsibilities

  • Learning and understanding Yield Book CMBS prepayment models
  • 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 implementations.
  • Working to clean up and enhance quality of the C++ code of the models.
  • Coordination with developers, data teams, other Research team members on model code, to facilitate troubleshooting and handle client requests.
  • 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 significant plus.
  • Excellent communication skills are required, both oral and written.
  • 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 workday@lseg.com 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 law.

Keywords: London Stock Exchange Group, New York , Quant Developer, IT / Software / Systems , New York, New York

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