Fixed Income Quantitative Specialist

About the role

The Fixed Income Quantitative Specialist of Fixed Income, Currencies and Commodities (FICC) Quantitative Product Research reports to the Head of FICC Quantitative Research within FTSE Russell at LSEG. The role develops new systematic and thematic indexes to expand FTSE's fixed income index family, supports client engagement programmes, deepens relationships with ETF clients and contributes to FICC research reports and product content. It suits candidates with strong technical skills and product interest.

Key responsibilities

• Research and develop new indexes, generate simulations, run backtesting analysis and build index prototypes
• Educate key client segments on the FTSE approach and support product adoption and client strategies
• Contribute to white papers and studies on systematic fixed income, such as fixed income factors
• Act as a subject matter expert and work with sales, marketing, research, technology and governance & risk teams to create a client feedback loop
• Help design, backtest and launch fixed income, currency and commodities benchmark products and their documentation
• Support regional and global product strategies to grow ETF client adoption and AUM-based revenues
• Take on several projects across the region and help build a quantitative product strategy

Required profile

• Experience in financial data engineering, quantitative research, mathematics, financial modelling, investment markets or related fields
• Experience developing fixed income benchmark products, running analysis and backtesting, and working with asset owners, investment consultants and asset managers
• Proven ability to collaborate across functional teams, with strong communication, critical thinking and adaptability
• Master's degree or Ph.D. in a quantitative field (Finance, Economics, Mathematics, Computer Science) or equivalent professional qualifications

Required skills

• Deep understanding of index management, operations and technical requirements
• High proficiency in Python, Matlab, Excel and/or VBA

What we offer

• Anticipated base salary of $112,100 - $186,900, with eligibility for the Annual Incentive Plan (bonus)
• LSEG benefits including wellness allowance, paid time off, medical, dental, vision, health savings options, prescription drug plan, 401(k) with company match, and life and disability insurance