Senior Market Analyst, Derivatives

Role Responsibilities & Key Accountabilities:

• Develops, maintains and implements quantitative and statistical models used within information based products, analytics and research tools
• Understands and creates performance indicators, models and algorithms related to products
• Leads independent model reviews on complex topics in accordance with business needs and regulatory requirements to assess model risk
• Develops alternative benchmark models, design back testing or other methodologies to test the conceptual soundness of model assumptions
• Responds to internal and external enquiries related to model construction and development
• Builds external facing relationships with clients, asset owners, buy and sell side, and regional exchanges
• Builds and maintains relationships with the Development, Product, Sales and Marketing functions, ensuring effective communication
• Solves a variety of complex problems arising in the analysis of the behavior of products, including more complex and high priority products
• Utilizes deep knowledge and uses a variety of technologies (e.g. C/C++, Java, Python) to turn model IP into model code
• Translates business requirements, documents and requests into programming and data criteria and conducts research in order to model expected results.

Qualifications & Experience:

• Master's Degree in Financial Engineering, Quantitative Finance, Mathematical Finance or equivalent
• Strong problem solving skills and be proficient in Excel
• Lead the full production cycle for all Derivatives asset types including preproduction and quality analysis, production and deliveries
• Collect requirements for Derivatives products in the vanilla asset type (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes)
• Lead client's workflow evaluation pricing cycle and support
• Lead Derivatives' client's communications

Career Stage:

Compensation/Benefits Information:

London Stock Exchange Group (LSEG) Information:

Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

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.

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.

You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

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