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LSEG MBS Quantitative Developer in New York, New York

Role Purpose

The Senior MBS Quantitative Developer is a mid-to-senior role responsible for development, redesigning, and refactoring MBS Prepayment and Credit model implementation in order to bring the model code to the modern standards. The candidate should be able to take technical leadership in managing projects and mentoring junior developers. This role is part of ISD Analytics Research organization and reports to the Senior Prepayment Modeler.

Role Responsibilities

  • Maintain and develop tools and websites for the industry-leading Yield Book MBS Prepayment and Credit models.

  • Responsible for the implementation of the UI, data model and architecture of mortgage research dash board

  • Lead refactoring of the existing code to achieve readiness for containerization and prepare the code for deployment on cloud-based platform.

  • Work closely with LSEG Analytics Research team members, as well as partners from other teams to

understand business logic behind MBS models, and their connections with other parts of Yield Book ecosystem.

  • Proactively work with Technology and Data teams to ensure integration of models into cloud-based environment.

Minimum Requirements

  • Advanced academic degree in Computer Science, Engineering, Mathematics, Science, Operations Research or similar quantitative fields is required.

  • More than 5 years’ experience in Python and UI development is required, Dash and Plot.ly is a strong plus.

  • Hands-on demonstrable knowledge of C/C++ is a strong plus.

  • Knowledge of Amazon Web Services (especially AWS Certification) is a plus.

  • Knowledge of Fixed Income, Mortgage-Backed Securities, or Credit pricing and/or risk methodologies is a very strong plus.

  • Experience in Statistical, Econometric, or Data-Driven model development is a plus.

  • Knowledge of Linux operating system, csh/bash/ksh is a plus.

  • Strong work ethics and culture of responsibility and leadership.

  • Strong communication skills. Team player.-· Familiarity with source control system such as GIT and modern build and release systems.

  • Familiarity with modern IDEs is a plus.

At LSEG, we believe that creating a diverse and inclusive organisation is fundamental to the way we deliver on our promise – and our purpose. You’ll be part of an organisation of over 25,000 people, spanning 70 countries. We recognise the individual perspectives each of our colleagues brings, and our diverse workforce is one of our greatest strengths. In supporting collaboration and creativity and encouraging new ideas across a diverse and inclusive workforce, we can improve how we are driving financial stability, empowering economies and enabling customers to create sustainable growth.

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

We are an equal opportunities employer. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

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