Quant Analyst

This position is within the Acadia Quantitative Services business unit of LSEG's Post Trade Solutions division and is based out of LSEG's New York or Boston offices. Acadia is wholly owned by LSEG (London Stock Exchange Group) since 2023.

The successful applicant will be a member of the Quantitative Services team, which pursues the continuous development of and client support for Acadia's pricing and risk analytics libraries, applications and hosted risk management services. The analytics software is based on ORE (Open Source Risk Engine, opensourcerisk.org) and QuantLib (quantlib.org). The software is largely written in C++ with a growing set of Python language bindings. The analytics are used in several ways: as the core component of Acadia's hosted risk services (ISDA SIMM backtesting and benchmarking, CRIF generation for ISDA SIMM calculation, valuations, regulatory capital calculation, etc.), as "out of the box" software deployed on client premises, as well as the foundation for model validation and tailored client solutions implemented by the Expert Services consulting team. The successful applicant will contribute to the development of additional financial instruments and related pricing/risk models that continuously occur during the onboarding of new clients to Acadia's services, the implementation of additional analytics types such as counterparty credit risk, market risk, or portfolio optimization analytics, and the continuous extension of the Python language bindings of the libraries.

The applicant will be part of a global quant team and expected to work closely with colleagues across the US, Ireland, UK, Germany, and Philippines.

Role Responsibilities

• Extension of the ORE libraries across all OTC derivatives in six asset classes (Interest Rates, Foreign Exchange, Inflation, Equity, Credit, Commodity), including hybrids and exotics.

• Enhance the Python bindings for ORE, including packaging and publishing of the ORE Python module (Python "wheels").

• Collaborate with global market data, development, and service operations teams to resolve production issues, analyze new requirements, and design analytics extensions.

• Collaborate with Expert Services consulting teams to deliver quantitative pricing and risk management solutions based on clients' requirements.

Experience and Qualifications Required

• Master's degree in computer science, Mathematics, Quantitative Finance, Physics, Engineering, or a related discipline.

• 2+ years of full-time and/or internship/apprenticeship work experience in quantitative development or financial engineering roles.

• Proven track record in developing complex pricing and risk models for OTC derivatives

• Proficiency in C++ and Python development; experience with QuantLib and ORE is also preferred.

• Deep knowledge of financial markets across Rates, FX, Equity, Credit, Fixed Income, and Inflation.

• Strong analytical mindset, with the ability to work independently and collaboratively across a distributed international team.

Career Stage:

Compensation/Benefits Information:

London Stock Exchange Group (LSEG) Information:

Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

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.

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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.

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You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

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