Quantitative Modeling Senior Specialist

About Us:

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services - and our open-access model - we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity.

LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific.

Proud to share LSEG in Romania is Great Place to Work certified (Sept '24 - Sept '25). Learn more about life and purpose of our company directly from the Romanian colleagues' video: Bucharest, Romania | Where We Work | LSEG

Role Description:

This is a senior specialist level role reporting to the Global RMBS Research Team Lead. They will be responsible to support, improve, and build-out RMBS predictive models mainly in python prototypes as well as to support the model development lifecycle and model documentation generation and automation. The daily activities will include incorporating loan performance data and economic data into the research databases, researching and developing new models, surveillance and adjustments to existing models, assist with model documentation, producing research and model focused publications.

Key Responsibilities:

• Learning and understanding Yield Book RMBS models
• Support the model development lifecycle and model documentation generation and automation.
• Support regular model performance monitoring.
• Supporting research and the construction of new quantitative models using statistical or machine learning methods in python.
• Improving the data flows that support quant models: customize data storage and processing to optimize for user experience, cost, and speed.
• Working in our cloud platform and leading data processing and model development.
• Responsible for model implementation and paths to production.
• Coordinating with developers, data teams, ISD Research, client services and Product Management team members on python code, cloud, and research outreach.

Candidate Profile / Key Skills:

• Technical degree or equivalent experience in a field such as Physics, Computer Science, Engineering, Statistics, Physics, or Mathematics preferred.
• Strong working knowledge of Python programming language is required.
• Solid understanding of statistics and machine learning is required
• Good knowledge of data engineering is desired.
• Prior experience integrating data and models into production processes is desired.
• Prior experience in credit risk modelling such as prepayment, delinquency, defaults, and severities will be an advantage.
• Needs to be self-reliant and resourceful.
• Must have the desire, and ability to innovate.

Benefits:

We are looking for intellectually curious people, passionate about the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios! If you are creative and a problem solver, this is the place to be as will be supporting you to fast-forward your career!

We maximise each employee's potential through personal development through a wide range of learning tools both formal and informal. We believe in remunerating our people with competitive salaries and a range of attractive benefits such as:

• 25 days' holiday per year
• 1 additional day off for your Birthday
• Annual wellness allowance
• Share Purchase Plan
• Medical Health Insurance
• Medical Subscription (preventive medical services)
• Dental Coverage
• Life insurance
• Pillar 3 Private Pension
• Meal Vouchers
• Flexible Benefits
• Bookster
• Volunteering Events
• All LSEG colleagues with at least one year's continuous service, who become parents, are now entitled to at least 26 weeks' paid leave, and the option to return to work on a phased basis, in relation with specific company's policy and guidelines

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. 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.

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