Quantitative Valuations Specialist

About the role

The Quantitative Valuations Specialist joins Applied Solutions & Production (ASP), an in-house technical team within Evaluated Pricing Operations (EPO) at LSEG. ASP designs, develops and supports the tools used by EPO's fixed income evaluation staff, which are embedded in daily production pricing. The team is based in London and works with staff in the US, Costa Rica and Poland.

Key responsibilities

• Design and implement pricing tools according to business need, using tools that generate prices as well as secondary tools such as data parsers, automated QA reports and research tools.
• Research and develop pricing algorithms together with asset class experts and take part in model lifecycle maintenance.
• Support subject matter experts in research in developing new pricing algorithms and validating pricing accuracy with statistical models and AI systems.
• Mentor junior talent through mentoring, shadowing and code reviews.
• Take part in strategic planning discussions for large projects and vendor partnerships.

Required profile

• 3+ years of professional experience in software design and support, including self QA and testing, code review, documentation, training and operational support.
• 3+ years of experience in quantitative finance research and development.
• Competitive candidate: 3+ years with fixed income securitization and pricing methodologies.

Required skills

• Fluency with Python (preferred) and other programming languages.
• 3+ years of working knowledge of relational databases and SQL.
• Competitive candidate: knowledge of LLMs and traditional machine learning algorithms.