Senior Quantitative Analyst

<p><span>The successful applicant will be a member of the Quantitative Services Business Unit’s development team that pursues the continuous development of Acadia’s pricing and risk analytics libraries, applications and 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 core component of the Acadia’s risk services (ISDA SIMM backtesting and benchmarking, CRIF generation for ISDA SIMM calculation), as “out of the box” software deployed on client premises, as well as foundation for model validation and tailored client solutions implemented by the Quantitative Service Unit’s Expert Services consulting teams. The development team deals with the implementation of additional financial products that continuously occur during the onboarding of new clients to the services, the implementation of additional analytics types such as counterparty credit capital, market risk capital, or portfolio optimization analytics, and the continuous extension of the Python language bindings of the libraries. The applicant will be part of the global development team that is based in Ireland and Germany and work closely with colleagues in the market data and service operations functions in the US, Ireland, UK, Germany, and Philippines.</span></p><p></p><p><b>Role Responsibilities</b></p><ul><li>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</li><li>Enhance and maintain the Python bindings for ORE, including packaging and publishing of the ORE Python module (Python “wheels”).</li><li>Maintain and evolve the CI/CD pipeline, including expansion of unit and regression test coverage.</li><li>Develop and optimize the RESTful service integration layer around ORE, including connectivity to market and reference data services.</li><li>Drive parallelization and performance optimization of analytics</li><li>Collaborate closely with global market data and operations teams to resolve production issues, analyse new requirements, and design analytics extensions.</li></ul><p></p><p><b>Experience and Qualifications Required</b></p><ul><li>Master’s degree in Computer Science, Mathematics, Quantitative Finance, Physics, Engineering, or a related discipline.</li><li>10+ years of experience in quantitative development or financial engineering roles.</li><li>Proven track record in developing complex pricing models for OTC derivatives</li><li>Strong understanding of regulatory risk frameworks, including ISDA SIMM, FRTB and SA-CCR.</li><li>Proficiency in C++ and Python development.</li><li>Experience with QuantLib and ORE is essential</li><li>Deep knowledge of financial markets across Rates, FX, Equity, Credit, Fixed Income, and Inflation.</li><li>Experience with continuous integration and automated testing frameworks.</li><li>Strong analytical mindset, with the ability to work independently and collaboratively in a distributed international team.</li></ul><p></p><p><b>Career Stage:</b></p>Manager<p></p><p><b>London Stock Exchange Group (LSEG) Information:</b></p><p>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.</p><p></p><p>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.</p><p></p><p>Our purpose is the foundation on which our culture is built. Our values of <b>Integrity, Partnership</b>, <b>Excellence</b> and <b>Change</b> 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.</p><p></p><p>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.</p><p></p><p>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.</p><p></p><p>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 pa