Quantitative Developer

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It’s how we’ve contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years.

The application development team creates the systems that deliver the service to Quantile’s clients. The team’s responsibility is to design and build systems that permit financial market participants to securely provide risk and trade data to Quantile, to deliver that data into the quantitative algorithms developed by the strats, and to return the output of those libraries safely back to the participants in a timely manner.  In addition, the systems  provides analytics and feedback to Quantile’s products team and our clients to help them to understand the results as well as how they can modify their parameters and data to gain improvements in the future.  The backend is written in python and makes use of several AWS services, whereas the front end is  html/javascript (react).  We also have smaller amounts of C++, java, scala. Data is stored in combination of RDS (postgres), Redshift and S3. We are looking for a junior (graduate) full stack developer to work on portal development, back-end business logic and data analytics.

Examples of recent projects include:

• Addition of new services for optimisation of counterparty risk to client portal
• Addition of client analytics to portal to understand historical changes in SIMM
• Automation of pricing and risk checks of client data
• Tools for publishing marketing materials and news to clients on portal
• Optimisation of post-optimisation reporting to improve completion time of compression services

Responsibilities:

• Working both individually and as part of a larger team to deliver high quality software solutions
• Building APIs for scenario generation calling into quant libraries
• Building unit tests and promoting continuous improvement throughout every stage of development
• Ongoing maintenance and support of components
• Ongoing evaluation and improvement of component effectiveness
• Validation of client data
• Automation of processes where necessary and appropriate
• Generation of formatted reports and files to be sent to clients and 3rd party APIs
• Improving and adding to component documentation
• Persist the data and build tools, dashboards and analytics to  perform data analytics

Essential:

• 0 to 2 years professional experience as a Python Developer, working on data intensive numerical applications (E.g. Using Numpy, Pandas)
• Experience with the all stages of the software development lifecycle from product design, technical design, coding, testing, documentation, release into production and ongoing maintenance
• Strong understanding of "good design" (eg SOLID design principles) pythonic code style and different design paradigms (eg OO, Functional, Imperative)
• Experience working with AWS python SDK
• Excellent problem-solving and communication skills. We work in partnership with product team to collaboratively design and improve functionality
• Familiarity with the unix command line
• Familiarity with Git or similar source control solution

Desirable

• Understanding of financial derivatives including the role of clearing houses, differences between OTC & listed derivatives, margin, capital 
• Quantitative/data analysis background
• Experience of Java and/or C++ (We don’t do much of either internally, but some systems require us to interface with third party libraries which are sometimes only available in Java or C++)
• Experience as a full-stack developer with React / JS front end and python backend

Experience with relational database design and implementation in postgres

Compensation/Benefits Information:

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $109,800 - $183,000.

Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/”bonus plan”). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of: Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match. LSEG’s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.

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.

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