Company Summary

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It’s how we’ve contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years.

Through a comprehensive suite of trusted financial market infrastructure services – and our open-access model – we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity.

LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG’s ticker symbol is LSEG.

Role Profile

The Quant Modeller/Senior Quant Modeller will work in the Analytics Model Development team, which is part of Fixed Income Analytics group within Investment Solutions division of Data & Analytics business. The role reports to a Director within the team, and is based in Taipei.

The Analytics Model Development team, formerly the Yield Book “Analytics Team”, of passionate, dedicated, and excellence-pursuing PhD quants is responsible for quantitative model research, model software development and evolution, end-to-end system integration, and features the production of all pricing analytics, risk analytics, and portfolio/index analytics of fixed income asset types covered in Yield Book products.

The growing team will be based in the U.S. and Taiwan, with members in New York City, Buffalo, and Taipei.

This position requires STEM PhD degree with outstanding academic and research credentials, excellent programming skills, and strong personal initiative and work ethic to solve a variety of quantitative problems arising from the analysis of fixed-income securities.

Role Responsibilities

Participate in effort of maintaining, evolving, and creating Yield Book pricing/risk/portfolio models for both local and global Analytics needs

Monitor, on a daily basis, time-series data inputs to the Yield Book pricing/risk/portfolio models

Provide time-zone and first-line coverage for resolving any model data and analytics-related production issues

Candidate Profile / Key Skills

PhD degree in STEM, Financial Engineering, or Operations Research with exceptional academic and research achievements

Professional-level programming skills in C/C++ in UNIX/Linux environment required

Ability and willingness to learn new knowledges required

Ability and willingness to work hard required

Ability and willingness for teamwork required

Good communication skills required

Python/scripting skills desired

Familiarity with Cloud, Big Data, and ML preferred

Knowledge of or prior work experience with fixed-income and financial market and instruments advantageous but not required

People are at the heart of what we do and drive the success of our business. Our culture of connecting, creating opportunity and delivering excellence shape how we think, how we do things and how we help our people fulfil their potential.

At LSEG we embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage collaboration, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels driven to reach their potential.

We know that real personal growth cannot be achieved by simply climbing a career ladder – which is why we encourage and enable a wealth of avenues and interesting opportunities for everyone to broaden and deepen their skills and expertise.

LSEG are committed to supporting emotional, physical, financial and societal wellbeing. Our tailored benefits are a key part of this commitment and we offer colleagues a range of support from healthcare and retirement planning to paid volunteering days and consumer discounts.

We also make reasonable accommodations for applicants and employees with disabilities. If an accommodation is needed to participate in the job application or interview process, to perform essential job functions, and/or to receive other benefits and privileges of employment, please make your recruiter aware, we want to ensure you perform at your best.

As a global organisation spanning 70 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with purposeful careers.

Please take a moment to read this privacy notice carefully, as it describes what personal information the London Stock Exchange Group (LSEG) (“We”) may hold about you, what it’s used for, and how it’s obtained, your rights and how to contact us as a data subject .

If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

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