Quantitative Surveillance Analyst Developer

London Stock Exchange Group is a global markets infrastructure business, sitting at the heart of the world’s financial community. We provide valuable services for a wide range of customers, focusing on Intellectual Property, Risk and Balance Sheet Management and Capital Formation.

Key Skills:

Strong Degree in a Quantitative Subject area – bachelors/masters/PhD (Maths, Physics, Computer Science or Engineering);
Good programming skills in one of the following: Python, Scala, C++, Julia.

Desirable Skills:

Knowledge of AWS Tech Stack along with Apache Hadoop ecosystem;
Knowledge of binary search trees, graph theory and other computer science concepts;


Key Behaviours:

Receptive to change and new ways of thinking and is innovative;
Is a self-starter and seeks input from colleagues and improves work;
Is a team player and has a great personality.

The role is collaborating with the Quantitative Surveillance and Technology team which sits within Market Supervision who make an important contribution to the maintenance of orderly markets through four core functions:

Market Abuse Analysis – the detection and initial investigation of possible instances of market abuse offences for potential referral to the FCA;
Investigating rule breaches by member firms and, where necessary, assisting with disciplinary action;
Offline Monitoring – analysing data both on a daily and weekly basis to ensure Member Firms enforce to settlement and trade reporting requirements;
Design / Build and productionize alerts.

The Quantitative Developer will be heavily involved with developing data pipelines and work with the business / research team to productionize statistical and machine learning research code. This is a highly technical role within the business unit. A desire to work within the financial industry and financial datasets is key for the role.


Main Responsibilities:

Build and design data pipeline, algorithms and visualisations predominantly in Python;
Writes good code and comes with knowledge of good programming practices.

We are looking for intellectually curious people, interested in the bigger picture of how technology industry is evolving, ready to ask difficult questions and deal with complicated scenarios. If you are a forward thinker and problem solver, this is the place to be as will be supporting you to fast-forward your career.

We maximise each employee’s potential through personal development through a wide range of learning tools both formal and informal. We believe in remunerating our people with competitive salaries and a range of attractive benefits such as:

Pillar 3 Supplemental Pension;
25 days’ holiday a year;
Private medical insurance;
Group life insurance policy;
Meal vouchers;
Share Purchase Plan;
Volunteering Days.

People are at the heart of what we do and drive the success of our business. Our colleagues thrive personally and professionally through our shared values of Integrity, Partnership, Innovation and Excellence, which are at the core of our culture. We embrace diversity and actively seek to attract people with unique backgrounds and perspectives. We are always looking at ways to become more agile, so we meet the needs of our teams and customers. We believe that an inclusive collaborative workplace is pivotal to our success and supports the potential and growth of all colleagues at LSEG.