remote
Manager, Quant Researcher/Developer - LSEG (London Stock Exchange Group)
Software Engineer
Lead quantitative research and development for global equity and multi‑asset index methodologies, leveraging Python, R, SQL and machine learning to deliver robust, data‑driven index solutions.
About the role
Key Responsibilities
- Design, develop and maintain quantitative models and algorithms for equity and multi‑asset index construction and enhancement.
- Implement statistical and machine learning techniques to improve index methodology accuracy and performance.
- Collaborate with cross‑functional teams to integrate new data sources, refine data pipelines, and ensure data integrity.
- Conduct rigorous back‑testing, validation, and performance analysis of index strategies.
- Document model logic, assumptions, and results for internal stakeholders and external regulatory compliance.
Requirements
- Strong programming skills in Python and R, with experience in SQL for data extraction and manipulation.
- Proven expertise in statistical modeling, machine learning, and financial modeling within an index or quantitative research context.
- Deep understanding of equity and multi‑asset markets, index theory, and benchmark construction.
- Excellent analytical, problem‑solving, and communication skills.
- Experience with large datasets, version control (Git), and agile development practices.
Skills
pythonsqlmachine learning