Quantitative Developer

External

Lseg · London, UK

Full-timeOn-siteToday

AWSLinearLinuxNumPyPandasPython

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About the role

We are looking for a mid-level quantitative developer / financial engineer to join our optimisation services team. In this role, you will contribute to building and enhancing systems that power large-scale optimisation runs used by global financial institutions. You'll collaborate with colleagues in Software Engineering and Product Development to deliver reliable, high-quality solutions, while continuing to develop your expertise in quantitative methods and software engineering. This is a product and client-focused role, where successful candidates will develop one or more of our services and will support live client optimisations. This is a collaborative role with opportunities to contribute both to strategic projects and continuous improvements, where your work will have visible and meaningful impact. Examples of recent projects include: Implement improvements to our Interest Rates LCH Compression algorithm. Enhance our Counterparty Risk optimisation with new constraints and features Work on adding support for Hedge Funds and Clearing Brokers in Initial Margin optimisations Improve runtime performance of our core algorithms Streamlining workflows and improving system architecture to reduce manual steps

Requirements

We are interested in people with a strong foundation in quantitative development and a curiosity for solving complex problems. You might bring:

3-5 years of experience using Python in a data-intensive or numerical environment

Familiarity with software development practices such as testing, version control, and clean code design

Experience working with libraries such as pandas and numpy

Strong problem-solving skills and an interest in understanding how systems behave

Ability to communicate technical ideas clearly to a range of audiences

Desirable

Experience in any of these areas would be a plus:

Optimisation techniques (e.g., linear programming, mixed-integer programming, convex optimisation)

Experience with optimisation libraries or modelling tools

Understanding of financial products, derivatives, or risk concepts

Exposure to UNIX/Linux or cloud environments such as AWS

A background in mathematics, statistics, or related fields

Working With Us

You'll work in a collaborative, supportive team where knowledge sharing is encouraged

You'll have opportunities to learn and deepen your expertise in both quantitative methods and software engineering

You'll be involved in solving real-world problems with tangible impact on financial markets

We value continuous improvement-both in our systems and in how we work together

If you're excited about this role and feel that you could grow into it, we encourage you to apply. We welcome applicants from a wide range of backgrounds and experiences, and we are committed to building an inclusive environment where everyone can contribute and succeed.

Career Stage:

Senior Associate

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 deci

Quantitative Developer

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