Instrument Pricing Support Engineer

Employer: LSEG Romania
  • Internet - eCommerce
  • IT Hardware
  • IT Software
  • Job type: full-time
    Job level: 1 - 5 years of experience
  • Updated at: 02.10.2023
    Job remote: On-site

    ABOUT US: LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehensive suite of trusted financial market infrastructure services - and our open-access model - we provide the flexibility, stability and trust that enable our customers to pursue their ambitions with confidence and clarity. LSEG is headquartered in the United Kingdom, with significant operations in 70 countries across EMEA, North America, Latin America and Asia Pacific. We employ 25,000 people globally, more than half located in Asia Pacific. LSEG's ticker symbol is LSEG. OUR PEOPLE: People are at the heart of what we do and drive the success of our business. Our culture of connecting, creating opportunity and delivering excellence shape how we think, how we do things and how we help our people fulfil their potential. We embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage teamwork, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels encouraged to fulfil their potential. We know that real personal growth cannot be achieved by simply climbing a career ladder - which is why we encourage and enable a wealth of avenues and interesting opportunities for everyone to broaden and deepen their skills and expertise. As a global organisation spanning 70 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with meaningful careers. ROLE PROFILE: Instrument Pricing Support Engineer ROLE SUMMARY: You will join the "Quantitative Analytics Pricing Support" group in charge of solving any questions on LSEG analytics pricing raised by our clients from all regions (Asia, Americas, EMEA). Analytics pricing includes a set of web services for the analysis and pricing of financial instruments as part of the Refinitiv Data Platform, but also includes Adfin pricing library, cross-markets calculators (FX, Fixed Income, Equities, Derivatives, Curves), Structured products and securitized products (MBS, CMO). Our services are used by a wide number of internal and external clients (financial institutions and corporates). Your main role will be to handle financial instrument pricing support requests coming from external clients on cross instruments. The challenge will be to bring more visibility on the pricing and increase numerical testing across different LSEG analytics (API, Desktop Calculators, ADFIN Library, Price-it library, etc). You will also contribute to improve our tools and take part in the writing of any documentation helping to support our new applications and pricing services. Role Responsibilities o Take part in the investigation of root causes of customer errors and problems. o Deliver advanced financial/analytics queries raised by our customers on a variety of instruments (cross-market pricing through the Library, Calculators and API services). o Do the triage across LSEG Analytics comparing numerical data across different applications we can offer. o Collaborate with other Customer support groups as an expert of advanced financial queries. You will provide financial expertise to the Case owner responsible to escalate your answer to the client. o Provide relevant analytical and financial analysis answering pricing challenges in any markets or instruments such as Bonds (FRN, FRN, ILB, Convertible), Swaps (IRS, Cross Currency, etc) FX&MM, Options, etc. o Raise any defect related to vanilla and derivatives instruments valuation and thus collaborate with Product Managers and Developers in charge of the different asset classes. o Review methodology and pricing results with the Quant team Qualifications and Experience Required o Good knowledge of pricing financial instruments, at least one specific market. o Knowledge of mathematical finance and Cross-markets financial concepts (Fixed Income, Interest Rates Derivatives, Forex &MM, Options, etc) o Excellent investigation skills: you must be able to trace issues in complex backend systems with various data sources and complicated business logic. o Python language o Good writing skills in English The Data & Analytics division is the name for the combination of the majority of the Refinitiv businesses and the LSEG ISD businesses. It is powered by an open platform, with core capabilities in data collection, integration, and distribution and management. Our combination significantly enhances our customer proposition, combining rich data sets with extensive distribution and intellectual property capabilities. The quality and integrity of our data gives our customers the confidence they need to make critical decisions. We supply real-time market data to the global financial and investor community. Our leading family of multi-asset indices are followed by $16 trillion in investment assets and used by 98 of the top 100 asset managers, the top 10 investment banks and 19 of the 20 top global ETF issuers globally. FX and buy-side traders also benefit from our market data applications and products. But we are more than just a provider of data: we are also a publisher of data for many of our customers across the financial community.

    At LSEG, we believe that creating a diverse and inclusive organisation is fundamental to the way we deliver on our promise of creating essential partnerships and open opportunities. Our open culture is central to how we deliver our purpose - driving financial stability, empowering economies and enabling customers to create sustainable growth - in everything we do.

    Working with us means that you will be part of a dynamic organisation of 25,000 people across 70 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.

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

    We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

    Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject.

    If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.