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Paternoster Square

Quantitative Valuations Specialist

London Stock Exchange Group
Office & Professional
Office & Professional
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Description

Location
Paternoster Square, London

Hours
Full Time

Salary
Negotiable

About the Role
You will be a key member of the Applied Solutions & Production (ASP) team, an in-house technical group within Evaluated Pricing Operations (EPO) that spans the US, Costa Rica, and Poland. The ASP team designs, develops, and supports critical tools used by the fixed income evaluations staff, which are integrated into EPO's daily production process. Ensuring these tools are scalable, robust, and error-free is essential to avoid negative client impacts. You will fully understand the workflows around these tools to help resolve errors in real-time.

The team also supports subject matter experts in research to develop new pricing algorithms and validate pricing accuracy using standard statistical models and cutting-edge AI systems. Your role will involve designing and implementing pricing tools, conducting research and development for pricing algorithms alongside asset class experts, and participating in model lifecycle maintenance adhering to best practices.

Additionally, you will contribute to strategic planning discussions for large projects and vendor partnerships, and help develop junior talent through mentoring, shadowing, and code reviews. This is a senior associate level role within a dynamic and innovative environment at London Stock Exchange Group (LSEG), a leading global financial markets infrastructure and data provider committed to financial stability, sustainable growth, and a diverse and inclusive culture.

Requirements

Experience
Minimum 3 years of professional experience in software design and support, including self QA & testing, code review, documentation, training, and operational support.
3+ years of experience in quantitative finance research and development.
Fluency with Python (preferred) and other programming languages.
3+ years working knowledge of relational databases and SQL.

Competitive candidates will have:
- 3+ years with fixed income securitization and pricing methodologies.
- Knowledge of large language models (LLMs) and traditional machine learning algorithms.

About you
Detail-oriented and proactive with the ability to work collaboratively in a small, global team.
Strong problem-solving skills and ability to understand complex workflows.
Committed to continuous learning and development, including mentoring junior colleagues.
Passionate about innovation and improving pricing accuracy through technology and research.

Qualifications
Relevant degree or equivalent experience in quantitative finance, computer science, mathematics, or related fields is preferred.
Demonstrated ability to design, develop, and support production-level software tools.
Strong communication skills to effectively collaborate with cross-functional teams and stakeholders.

Expiry date: 23/09/2026
Quantitative Valuations Specialist
Company:
London Stock Exchange Group
Job Type:
Full-time
Location:
Paternoster Square