Quantitative Developer - London Stock Exchange Group

Overview

The Strat team is responsible for designing, building and maintaining the code that handles data priming, model execution and post‑processing of the solution into a format clients can consume. The primary focus is on writing and testing Python code in a large, shared codebase, managing inter‑library dependencies, Python package management and continuous development practices. It also involves high‑level engagement with the Production team to support multiple multilateral optimisation runs per week, ensuring timely support and rapid issue resolution.

Successful candidates will work on Quantile products, collaborating with Production and Product Development to enhance offerings based on client feedback, run analysis and strategic projects.

Responsibilities

• Develop enhancements to the service model libraries to add new features and/or improve existing ones, including strategic projects (3–6 months) and shorter‑term tactical changes.
• Become familiar with the data flow and run processes, continually improving them.
• Investigate model tuning to achieve desired client outcomes.
• Support live optimisation runs.

Essential Qualifications

• 2–5 years of professional experience building quantitative, data‑intensive products in Python.
• Excellent understanding of software development best practices (functional and OO paradigms, SOLID principles and standard design patterns).
• Strong knowledge of commercial development practices such as testing, documentation, package management and SDLC.
• Expertise in Python for numerical programming, particularly pandas and NumPy.
• Excellent problem‑solving skills.
• Strong communication skills to explain complex algorithms to colleagues with varying technical and mathematical expertise.

Desirable Qualifications

• Knowledge of Unix and AWS.
• Understanding of linear and mixed‑integer programming, and convex optimisation.
• Experience with at least one commercial or open‑source optimisation library or a mathematical modelling language.
• Understanding of financial derivatives, margin and counterparty credit risk measures.
• Strong mathematical background (numerical methods, linear algebra, PDEs, probability & statistics).

Career Stage

Senior Associate

Benefits

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

Equal Opportunities

LSEG is an equal opportunities employer. It does not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy, disability or any other basis protected under applicable law. We are committed to accommodating religious practices and mental health or physical disability needs.

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