Quantitative Engineer

Quantitative Engineer

FTSE Russell, a leader in global indexing and analytics, is seeking a skilled and motivated Quantitative Engineer to build robust, scalable and automated applications that support trillions in assets. You will have a combined understanding and background in software engineering, quantitative finance and data analysis to help build the next generation of Index solutions. Your work will be at the intersection of finance and technology, working alongside other analysts and engineers supporting the timely delivery of high-quality software, and fostering a culture of learning, innovation and continuous improvement.

As a Quantitative Engineer, you'll build with purpose — solving real-world problems with measurable impact. You will need to possess an excellent attention to detail and an ability to think laterally to solve business problems alongside an ability to hit the ground running, learn quickly and work against tight deadlines.

• Develop and Engineer: Write clean, efficient, maintainable code to support index calculations, back-testing, performance attribution and analytics frameworks used for internal and external stakeholders. Build tools to streamline Index monitoring, validation and rebalancing as well as ad-hoc requests.

• Work with data: Integrate, process, clean and analyze financial datasets including traded instruments (equity, fixed-income, currencies, commodities and their derivatives), reference and alternative data, and ensure their appropriateness for production grade applications.

• Automate and Scale: Implement RESTful APIs, cloud-native solutions, microservices, and automated CI/CD pipelines for rapid delivery. Design test cases and implement automated test drivers. Analyse production problems, provide troubleshooting and support as and when needed.

• Business Support: Collaborate with Product, Research and Operations teams to provide support and tools for their day-to-day and periodic activities, transition prototype code to our unified Enterprise computational framework and extend the Firm's analytics and product offering.

• Learn and Grow: Gain in depth exposure to quantitative methods, systematic investment strategies and associated analytics, and the full lifecycle of FTSER's product offering. Communicate with clarity, precision, and influence, presenting complex information in a clear and concise format that is appropriate for the audience.

What you'll bring:

• Minimum 2 years experience of quantitative analytics, research and development within financial services with a bank, asset manager, insurance company or related vendor. Strong background and expertise in data and methods applicable within risk management, portfolio construction, systematic investment strategies, cross-asset cash and derivative instruments and conventions are required.

• Graduate with an advanced degree (MSc or PhD) in Mathematics, Computer Science, Financial Engineering, Statistics, Physics or related scientific discipline, with any further professional qualifications being welcome.

• Strong programming skills in Python and SQL. Experience and exposure to data analytics libraries such as numpy, pandas, scipy, cvxpy. Experience with queries and familiarity with stored procedures. Familiarity with code version control tools such as GIT or similar, and ideally experience with APIs implementation

• Strong background in software engineering best practices, standards and principles. Ability to write high performance code, strong understanding of data structures, algorithmic development, code optimization and complex problem-solving skills are required.

• Additional programming skills in C# or Java, experience defining manipulating, and managing configurations and systems based on JSON and XML models. Database skills across standard technologies such as SQL Server, Sybase, Snowflake or PostgreSQL. Cloud development, management and deployment with services such as AWS (EC2, Lambda, Glue, EKS, SQS) or similar.

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.