Location
London

Hours
Full Time

Salary
Negotiable

About the Role
FTSE Russell is a leading global index provider, creating and managing benchmark, analytics and data solutions used by asset owners, asset managers, investment banks, ETF providers and other financial institutions worldwide. FTSE Russell's indices underpin trillions of dollars of invested assets and play a critical role in investment management, product development and portfolio construction across global markets. This role sits within the Index Research & Design team (Equities & Multi-Asset), a global group responsible for the development, design, research and enhancement of index methodologies, analytics and investment solutions. The team works closely with Product, Engineering, Technology, Data Operations, Sales and key clients to deliver innovative index capabilities and analytical solutions. Team members contribute across research, product development, operational delivery and client engagement, supporting a broad range of equity and multi-asset initiatives.

We are seeking an experienced quantitative leader to join the team as a Senior Manager, Quantitative Research. This role is designed for an individual who combines deep research expertise with strong technical capabilities and exceptional customer management skills. The successful candidate will lead complex research initiatives, represent the team with key clients and strategic partners, and drive the development of innovative analytical capabilities and investment solutions. Success requires intellectual curiosity, commercial awareness, strong ownership and the ability to seamlessly move between research leadership, client engagement, quantitative development, operational problem-solving and critical initiatives.

Key responsibilities include leading the design, development and enhancement of quantitative investment methodologies, analytics and index solutions across equity and multi-asset strategies; initiating and delivering independent research projects with high-quality research papers and product recommendations; partnering with major asset owners, asset managers, investment banks and other strategic clients to understand investment challenges and develop analytical solutions; representing the team in client meetings, workshops, consultations, conferences and industry engagements as a subject matter expert; translating research concepts into scalable production solutions through collaboration with Engineering, Technology and Data Operations teams; building and maintaining advanced research infrastructure, analytics platforms, AI-enabled workflows and automation capabilities; providing leadership during complex analytical, data quality and operational investigations; supporting business development, client retention and new product initiatives; mentoring researchers, developers and analysts; and contributing to the strategic direction of the Equities & Multi-Asset Index Research & Design function with a focus on innovation and growth.

Join London Stock Exchange Group and be part of a team that values innovation, quality and continuous improvement. LSEG is a leading global financial markets infrastructure and data provider, committed to driving financial stability, empowering economies and enabling customers to create sustainable growth. The organisation values integrity, partnership, excellence and change, fostering a collaborative and creative culture where new ideas are encouraged. LSEG is proud to be an equal opportunities employer and supports diversity, sustainability and community engagement through its LSEG Foundation and various wellbeing initiatives.

Experience
10+ years of experience in quantitative research, investment analytics, index design, systematic investing or related fields. Proven track record of leading independent research initiatives and translating research outcomes into investment products, analytical capabilities or commercial opportunities. Deep knowledge of equity markets and quantitative investment techniques including factor investing, optimisation, portfolio construction, risk modelling, performance attribution and empirical research methodologies. Strong Python and SQL skills, experience with modern software development practices, CI/CD, cloud computing and AI-assisted development tools. Experience with financial datasets and platforms such as Worldscope, IBES, Lipper, Datastream and Refinitiv Workspace is highly desirable.

About you
An agile, commercially minded leader who can move smoothly between research, technology, operations and client engagement while delivering impact from day one. Excellent communication skills with the ability to explain complex quantitative concepts to diverse audiences, influence senior collaborators and manage multiple priorities in a fast-moving environment. Trusted advisor to both internal teams and external clients with strong ownership, intellectual curiosity and commercial awareness.

Qualifications
Relevant advanced degree or equivalent experience in quantitative finance, economics, mathematics, statistics or related disciplines is expected. Strong technical proficiency and a commitment to continuous learning and innovation.