Location
London

Hours
Full Time

Salary
Negotiable

About the Role
FTSE Russell, part of London Stock Exchange Group, is a leading global index provider delivering benchmark, analytics and data solutions to asset owners, managers, investment banks, ETF providers and other financial institutions worldwide. This role is within the Equities & Multi-Asset Index Research & Design team, responsible for the development, design, research and enhancement of index methodologies, analytics and investment solutions. The team collaborates closely with Engineering, Technology, Data Operations, Product, Sales and clients to deliver innovative index capabilities and analytical solutions.

We are seeking a highly technical and versatile Senior Analyst in Quantitative Research & Development who thrives on solving problems across quantitative development, data analysis, research and operational delivery. This hands-on role requires agility to switch rapidly between priorities: from developing Python research tools or AI-enabled workflows, to investigating complex data issues, validating investment analytics or supporting research and client requests. The successful candidate will take ownership of problems from investigation through resolution and work comfortably across multiple teams and disciplines.

Key responsibilities include developing, testing and maintaining Python and SQL-based research tools, investment analytics and data pipelines with strong software engineering and CI/CD practices; performing detailed data analysis, validation and quality assurance on large financial datasets; developing automation and AI-enabled tools to improve workflows; supporting quantitative investment and index research including factor analysis, regression, portfolio optimisation, risk modelling and performance analytics; working with datasets and platforms such as Worldscope, IBES, Lipper, Datastream and Refinitiv Workspace; partnering with Research Analysts, Engineering, Technology and Data Operations to translate analytical requirements into scalable solutions; supporting index research, methodology development, rebalances and operational activities; responding to analytical enquiries and contributing to client-facing analysis; and continuously improving code, processes and research infrastructure focusing on scalability, automation, accuracy and maintainability.

Experience
Approximately 5 years in quantitative development, financial data analytics, quantitative research or related disciplines. Strong hands-on Python and SQL skills are essential. Experience with pandas, NumPy, Git, testing, CI/CD, cloud computing and modern development environments such as VS Code and GitHub Copilot is highly desirable. Practical experience developing with generative AI and AI agents is a plus. A solid understanding of equity markets and quantitative techniques including regression, optimisation, factor investing and risk modelling is required.

About you
An agile, curious and highly motivated problem solver who pays meticulous attention to detail, learns quickly, takes ownership and is comfortable managing multiple priorities in a dynamic environment where required skills can change rapidly. You should be collaborative and able to work effectively across teams and disciplines.

Qualifications
Relevant degree or equivalent experience in quantitative finance, computer science, mathematics, statistics or related fields is preferred but not explicitly stated. A rigorous approach to financial data and quality assurance is essential.