Location
London

Hours
Full Time

Salary
Negotiable

About the Role
FTSE Russell, a leader in global indexing and analytics within London Stock Exchange Group (LSEG), is seeking a skilled and motivated Quantitative Engineer to build robust, scalable and automated applications that support trillions in assets. This role sits at the intersection of finance and technology, requiring a combined understanding of software engineering, quantitative finance and data analysis to help build the next generation of Index solutions. You will work alongside analysts and engineers to deliver high-quality software on time, fostering a culture of learning, innovation and continuous improvement.

Key responsibilities include developing and engineering clean, efficient, maintainable code for index calculations, back-testing, performance attribution and analytics frameworks used by internal and external stakeholders. You will build tools to streamline index monitoring, validation and rebalancing, and handle ad-hoc requests. Working with diverse financial datasets, you will integrate, process, clean and analyze data including traded instruments, reference and alternative data, ensuring suitability for production-grade applications.

Automation and scalability are critical, involving implementation of RESTful APIs, cloud-native solutions, microservices and automated CI/CD pipelines. You will design test cases, implement automated test drivers, and provide troubleshooting and production support. Collaboration with Product, Research and Operations teams is essential to support day-to-day activities, transition prototype code to the enterprise computational framework, and extend the firm’s analytics and product offerings.

This role offers in-depth exposure to quantitative methods, systematic investment strategies and the full lifecycle of FTSE Russell’s product offerings. Strong communication skills are required to present complex information clearly and effectively to diverse audiences.

Joining LSEG means being part of a global organisation with over 25,000 employees across 65 countries, committed to innovation, quality and continuous improvement. LSEG values diversity, inclusion and sustainability, providing a dynamic and rewarding workplace culture.

Experience
Minimum 2 years experience in quantitative analytics, research and development within financial services, including banks, asset managers, insurance companies or related vendors. Strong expertise in risk management, portfolio construction, systematic investment strategies, and cross-asset cash and derivative instruments is required.

About you
You are a motivated individual with excellent attention to detail and lateral thinking skills to solve complex business problems. You can work effectively under tight deadlines, learn quickly and collaborate well with cross-functional teams. Strong communication skills to present complex quantitative information clearly are essential.

Qualifications
Graduate with an advanced degree (MSc or PhD) in Mathematics, Computer Science, Financial Engineering, Statistics, Physics or a related scientific discipline. Additional professional qualifications are welcome.

Strong programming skills in Python and SQL, with experience using data analytics libraries such as numpy, pandas, scipy and cvxpy. Familiarity with queries, stored procedures and code version control tools such as GIT is required. Experience implementing APIs and strong software engineering best practices, including writing high performance code, understanding data structures, algorithm development and code optimization.

Additional programming skills in C# or Java, and experience managing configurations and systems based on JSON and XML models are advantageous. Database experience with SQL Server, Sybase, Snowflake or PostgreSQL is preferred. Cloud development and deployment experience with AWS services (EC2, Lambda, Glue, EKS, SQS) or similar platforms is also desirable.