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LSEG · 21 hours ago

Senior Market Analyst, Derivatives

USA-New York-28 Liberty Street

Full-time

Onsite

Mid, Senior Level

$113K/yr - $189K/yr

LSEG is a leading global financial markets infrastructure and data provider. The Senior Market Analyst, Derivatives will develop and implement quantitative models, lead model reviews, and build relationships with clients while addressing complex analytical problems.

ConsultingData ManagementDatabaseFinanceFinancial ServicesInfrastructureStock Exchanges

Responsibilities

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

Qualification

Quantitative modelingStatistical analysisDerivatives knowledgeExcel proficiencyC/C++ programmingJava programmingPython programmingClient communicationProblem solvingTeam collaboration

Required

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