Pricing Analytics Developer
Posted 15 April by
eFinancialCareers
We are looking for a strong python developer who would like to learn more about derivatives to take a leading role in the design and construction of the systems and applications
Examples of recent projects include:
- portfolio valuation for interest rate swaps and cross currency swaps, fx forwards and options
- yield curve calibration
- development of a risk engine application
- price adjustment algorithm to be able to compare 2 portfolios valued at different times
- Design & implement enhancements to the risk engine and valuation framework
- Work with products teams to build new functionality (eg new products, new risk measures)
- Write and improve unit test, regression tests
- Improve the existing code base by fixing bugs participating in code reviews etc
- Production support of the risk and pricing systems (you will be on a support rota that will from time to time require out of hours support)
- Participate in weekly build and release cycle (again you will be on a rota)
- Write and enhance model & system documentation
- Participate in ongoing model validation
- 2 to 4 years professional experience as a Python Developer, working on data intensive numerical applications (E.g. Using Numpy, Pandas)
- Experience with the all stages of the software development lifecycle from product design, technical design, coding, testing, documentation, release into production and ongoing maintenance
- Strong understanding of "good design" (eg SOLID design principles) pythonic code style and different design paradigms (eg OO, Functional, Imperative)
- Quantitative background (not essential to understand financial mathematics specifically)
- Excellent problem-solving and communication skills. We work in partnership with product team to collaboratively design and improve functionality
- Understanding of financial derivatives including valuation of vanilla derivatives, the role of clearing houses, differences between OTC & listed derivatives, margin, capital
- Experience with AWS python SDK
- Familiarity with unix command line
- Familiarity with git source control system
Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership , Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.
Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.
LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.
We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.
Please take a moment to read this privacy notice carefully, as it describes what personal information 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.
Reference: 52479999
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