Quant Modelling Manager
London Stock Exchange Group
Taipei City, Taiwan

Role Profile

The Quant Modelling Manager will work in the Analytics Model Development team, which is part of Fixed Income Analytics group within Investment Solutions division of Data & Analytics business.

The role reports to a Director within the team, and is based in Taipei. The Analytics Model Development team, formerly the Yield Book Analytics Team , of passionate, dedicated, and excellence-pursuing PhD quants is responsible for quantitative model research, model software development and evolution, end-to-end system integration, and features the production of all pricing analytics, risk analytics, and portfolio / index analytics of fixed income asset types covered in Yield Book products.

The growing team will be based in the U.S. and Taiwan, with members in New York City, Buffalo, and Taipei. This position requires STEM PhD degree with outstanding academic and research credentials, excellent programming skills, and strong personal initiative and work ethic to solve a variety of quantitative problems arising from the analysis of fixed-income securities.

Role Responsibilities

Participate in effort of maintaining, evolving, and creating Yield Book pricing / risk / portfolio models for both local and

global Analytics needs

Monitor, on a daily basis, time-series data inputs to the Yield Book pricing / risk / portfolio models

Provide time-zone and first-line coverage for resolving any model data and analytics-related production issues

Candidate Profile / Key Skills

PhD degree in STEM, Financial Engineering, or Operations Research with exceptional academic and research achievements

Professional-level programming skills in C / C++ in UNIX / Linux environment required

Ability and willingness to learn new knowledges required

Ability and willingness to work hard required

Ability and willingness for teamwork required

Good communication skills required

Python / scripting skills desired

Familiarity with Cloud, Big Data, and ML preferred

Knowledge of or prior work experience with fixed-income and financial market and instruments advantageous but not required

Candidates with less experience will be considered for the Senior Quant Modeller role

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