Location
London

Hours
Full Time

Salary
Negotiable

About the Role
The FTSE Russell Engineered Products and Indices team at London Stock Exchange Group (LSEG) is seeking a Senior Product Specialist to join as a Quantitative Indices & Strategies (QIS) Structurer. This role involves originating new business opportunities, developing innovative products, and expanding the FTSE Russell QIS platform. You will collaborate closely with research and distribution partners to drive innovation in index construction and integrate derivatives-based data and strategies. Key responsibilities include producing white paper research and marketing collateral, participating in sales efforts, and contributing to global business plans. You will act as a subject matter expert, working with clients to optimize strategy performance while maintaining integrity and representativeness. Additionally, you will collaborate with IT teams to build and enhance front-to-back architecture, including back-testing, validation, calculation, and publication. The role requires implementing and expanding a Python backtesting engine using object-oriented programming principles and optimizing existing code for performance and maintainability.

About LSEG
LSEG is a leading global financial markets infrastructure and data provider with over 25,000 employees across 65 countries. We are dedicated to driving financial stability, empowering economies, and enabling sustainable growth. Our values of Integrity, Partnership, Excellence, and Change underpin everything we do. We foster an inclusive culture that encourages innovation, teamwork, and personal growth. Joining LSEG means becoming part of a dynamic organisation committed to diversity, sustainability, and community engagement through initiatives like the LSEG Foundation. We offer tailored benefits including healthcare, retirement planning, paid volunteering days, and wellbeing programs.

Experience
Proven experience as a QIS structurer, preferably within a banking environment. Strong background in quantitative investment strategies across asset classes and risk premia.

About you
You possess strong Python programming skills with experience in object-oriented programming. You have a deep understanding of financial markets, systematic investment strategies, derivatives pricing, and advanced risk management techniques. You are a collaborative team player with excellent communication skills and the ability to work effectively with clients and internal partners globally.

Qualifications
Advanced degree or equivalent experience in finance, mathematics, computer science, or a related field is required. Demonstrated ability to develop and implement complex quantitative models and index methodologies.