Fixed Income Quant Researcher

Key Responsibilities

Assist in modeling and monitoring of various curves, our term structure model, and the pricing of other fixed income security types.

Learn Yield Book’s fixed income pricing model, curve fitting model, and risk model such as VAR.

Commitment to support and improve existing implementations.

Apply quantitative skills to the modeling of the fixed income research.

Willingness to learn data flows that support quant models, i.e. customize data storage and processing to optimize for user experience, cost, and speed.

Support the effort to modularize existing suite of models.

Support research around the construction of new models.

Understand model construction and paths to production.

Cookordination with developers, data teams, broader research team, client services, and the product Management team on python code, cloud, and research outreach.

Candidate Profile / Key Skills

• Strong quantitative skill in mathematics and the numerical analysis is required.
• Advanced Technical degree in a field such as Physics, Computer Science, Engineering, Statistics, Physics, or Mathematics is preferred.
• Strong working knowledge in C and C++ is strongly preferred.
• Strong working knowledge of Python programming language is preferred.
• Working knowledge in the fixed income market is desired.
• Prior experience integrating data and models into production processes is desired.
• Prior experience producing buyside or sell-side research and publications is desired.
• Needs to be self-reliant and resourceful.
• Strong motivation and the desire and ability to innovate.
• 1-2+ years in a similar quantitative role is preferred.

Career Stage

Senior Associate

Compensation/Benefits Information

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $151,000 - $251,600. Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/”bonus plan”). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience.

LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of: Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match.

LSEG’s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.