Valuations Lead, Derivatives

Develops, maintains and implements quantitative models, and supports with the management of quantitative models.

Role Responsibilities & Key Accountabilities:
- Develops, maintains and implements quantitative and statistical models used within information based products, analytics and research tools
- Understands and creates performance indicators, models and algorithms related to products
- Leads independent model reviews on complex topics in accordance with business needs and regulatory requirements to assess model risk
- Develops alternative benchmark models, design back testing or other methodologies to test the conceptual soundness of model assumptions
- Responds to internal and external enquiries related to model construction and development
- Builds external facing relationships with clients, asset owners, buy and sell side, and regional exchanges
- Builds and maintains relationships with the Development, Product, Sales and Marketing functions, ensuring effective communication
- Solves a variety of complex problems arising in the analysis of the behaviour of products, including more complex and high priority products
- Utilises deep knowledge and uses a variety of technologies (e.g. C/C++, Java, Python) to turn model IP into model code
- Translates business requirements, documents and requests into programming and data criteria and conducts research in order to model expected results.

Qualifications & Experience:
 

• Master’s Degree or Ph.D. or equivalent experience in a quantitative field or equivalent
• Significant experience in programming
• Moderate experience in a Quantitative, Data Science and/or Research related role.
• The candidate should have Master's Degree or equivalent experience in quantitative subject area (especially Finance, Math, Science or Computer related majors) and have well rounded knowledge of financial markets
• The candidate will have the ability to independently research and apply sophisticated concepts in a real-world context.
• The candidate must present strong problem solving skills and be proficient in Excel
• Own the full production cycle for all Derivatives asset types including preproduction and quality analysis, production and deliveries
• Capture requirements for Derivatives products in the vanilla asset type (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes)
• Lead the client’s workflow evaluation pricing cycle and support
• Lead TRPS Derivatives’ client’s communications

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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