Pricing Analytics Developer job in London
London, Greater London London Stock Exchange
Job Ref: | R0084257 |
Employer: | London Stock Exchange |
Industry: | Financial Services |
Technology/Programming: |
Python
AWS NumPy |
Job Type: | Permanent |
Salary and Benefits: | Competitive |
Location | |
Remote: | No |
County: | Greater London |
Town/City: | London |
Post Code: | Not specified |
Description | |
The pricing analytics team is a small, London based team which is responsible for developing the models and systems to value derivative portfolios and to validate the valuations provided by Quantile's customers. The former is needed so that Quantile can understand the margin, capital and market risk impact of proposing new trades to clients. The latter is required so that Quantile can safely propose which of our customers' existing trades can be terminated or modified. System development is at least as important as the valuation libraries. Quantile has an event processing framework which initiates valuations in response to events such as clients uploading data and these systems need to be robust, scalable and always available. The libraries are written in python, leveraging open source libraries such as numpy and quantlib and use AWS services such as lambdas & ECS. We are looking for a strong python developer who would like to learn more about derivatives to take a leading role in the design and construction of the systems and applications Examples of recent projects include:
Responsibilities:
Essential:
Desirable
LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions. Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives. We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject. If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice. |
ref: (R0084257) 13 days ago
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