Senior Specialist Complex Securities Pricing

LSEG Pricing Service provides real time and end of day evaluated prices on fixed income securities and derivatives. Our staff consists of fixed income professionals located in multiple regions across the globe! Coverage includes sovereign and corporate debt, convertible securities, bank debt, securitized products, municipal securities, derivatives, and structured notes.

Senior specialist, Complex Securities Pricing

The role focuses on building a quality framework and conducting independent price validation for wide range of financial instruments including fixed income securities, derivatives, and structured products. The Specialist will be responsible for analyzing fixed income securities pricing to identify anomalies and building out algorithms to test and monitor large data sets.  Implementing controls and testing process around pricing and market data to ensure accurate and defensible valuations is the primary focus.   Additionally, the candidate will develop reporting for staff and management to monitor quality.     

Responsibilities

• The candidate will play a key role in building and implementing a framework for price validation

• Developing independent price validation methods in relations to key analytics and/or benchmarks

• Analyze bond structures and perform deep dives to ensure the valuation is within the risk profile of the issuer  

• Working closely with asset class leaders to identify and propose new price validation methods

• Define controls and thresholds to improve price quality and interact with teams to determine root cause of breaches  

• Build pricing algorithms to analyze and test large data sets against the defined objective

• Define and implement exception reporting and key metrics around price validation   

• Communicate effectively with management on the findings and highlight ongoing issues

Qualification Requirements

• Minimum 7+ years of fixed income pricing analysis, market risk, research or quant

• A degree in a technical field: Finance, Mathematics, Analytics, Computer Science, or Data Science  

• Strong knowledge of fixed income products, ability to analyze securities and run test scenarios

• Demonstrated ability to analyze large sets of data in an efficient and effective manner

• Audit, controls, testing, IPV and/or data science background is highly desirable

• Experience in programming (Python, SQL and other data languages preferred)

• Excellent communication and collaboration skills

• Able to work independently to plan and complete projects and collaborate as part of a team

Compensation/Benefits Information:

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $131,500 - $219,300.

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