Location
London

Hours
Full Time

Salary
Negotiable

About the Role
FTSE Russell, part of London Stock Exchange Group, 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. The 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 collaborates 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 as Senior Manager, Quantitative Research. This role requires deep research expertise, 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. 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 are essential.

Key Responsibilities
- Lead the design, development and enhancement of quantitative investment methodologies, analytics and index solutions across equity and multi-asset strategies.
- Initiate and deliver independent research projects, producing high-quality research papers, thought leadership content and product recommendations.
- Partner with major asset owners, asset managers, investment banks and other strategic clients to understand investment challenges and develop analytical solutions.
- Represent the team in client meetings, workshops, consultations, conferences and industry engagements as a subject matter expert.
- Translate research concepts into scalable production solutions through collaboration with Engineering, Technology and Data Operations teams.
- Build and maintain advanced research infrastructure, analytics platforms, AI-enabled workflows and automation capabilities.
- Provide leadership during complex analytical, data quality and operational investigations.
- Work closely with Product and Sales teams to support business development, client retention and new product initiatives.
- Mentor researchers, developers and analysts to raise technical and research standards.
- Contribute to the strategic direction of the Equities & Multi-Asset Index Research & Design function and identify opportunities for innovation and growth.

About London Stock Exchange Group
Join a team that values innovation, quality and continuous improvement. LSEG is a leading global financial markets infrastructure and data provider with a purpose to drive financial stability, empower economies and enable customers to create sustainable growth. Our values of Integrity, Partnership, Excellence and Change underpin everything we do. With a diverse workforce of 25,000 people across 65 countries, we foster a collaborative and creative culture encouraging new ideas. We are committed to sustainability and support our communities through the LSEG Foundation. Benefits include healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

Experience
10+ years in quantitative research, investment analytics, index design, systematic investing or related fields. Proven track record leading independent research initiatives and translating 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 able to move smoothly between research, technology, operations and client engagement. Excellent communication skills with the ability to explain complex quantitative concepts to diverse audiences and influence senior collaborators. Strong ownership, intellectual curiosity and ability to manage multiple priorities in a fast-moving environment. Trusted advisor to internal teams and external clients.

Qualifications
Relevant advanced degree or equivalent experience in quantitative finance, economics, mathematics, statistics or related disciplines is expected. Demonstrated expertise in quantitative research methodologies and software development best practices.