Quantitative Surveillance Analyst - Machine Learning

Employer: LSEG Romania
  • IT Software
  • Job type: full-time
    Job level: peste 5 years of experience
  • Updated at: 26.09.2020
    Short company description

    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 Behaviours:

    Receptive to change and new ways of thinking and is innovative;
    Ability to learn quickly and willingness to learn new technologies;
    Demonstrates the knowledge and expertise within their field to have credibility with their peers;
    The ability to map a business requirement to known problems / come up with algorithms that are good and computationally efficient;
    Ability to work independently and together within a small inter-disciplinary team;

    Key Skills (Essential):

    An advanced degree in Computer Science (preferably with Machine Learning), Physics, Maths or Engineering;
    Proven knowledge of any of the following Languages (e.g. Python, Scala, C++, R, Julia);
    Appreciation of good programming practices;
    A minimum of 6/7 years of programming experience in a commercial setting.

    Key Skills (Desirable):

    Working knowledge of Spark and associated open source technologies;
    2/3 years of experience working within a Big Data / Machine Learning setting;
    Knowledge of Machine Learning / Deep Learning / Reinforcement Learning / NLP;
    Knowledge of Cloud Technologies – AWS in particular.


    Role Profile

    Quantitative analysts will be heavily involved with developing new algorithms and systems on LSE financial datasets to uncover hidden patterns and rogue trading behaviour. We are looking for someone to help us utilise techniques within machine learning to uncover these insights. You will have the opportunity to learn and grow within the role, utilising our AWS Cloud proprietary data lake for rapid prototyping and design, known as SensEye.

    Key Responsibilities:

    Your time will roughly be split between: Backend Engineering on AWS (60%), Simple Front Ends using Plotly (30%), DevOps and Process (10%)

    Other info

    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.