Senior Market Data Analyst, London Stock Exchange

• Strong understanding of financial derivatives pricing
• Competent with Python scripting (pandas, numpy, requests/http)
• Competent with continuous integration processes
• Familiar with C++
• Ability to research and present models
• Familiarity with at least one market data vendor (Refinitiv/LSEG D&A esp.)
• Highly numerate with a degree or equivalent experience in quantitative finance, mathematics, statistics or science-related fields
• Financial markets and products experience, either within risk management, product control or middle office environments (e.g. fund administration)
• Experience of product development lifecycle

• This position is within LSEG Post Trade Solutions
• The applicant will be part of the Acadia market data team and based in London. They will work closely with colleagues in the operations and development functions in the US, Ireland, UK, Philippines and Germany
• The market data team at Acadia is responsible for construction, validation, maintenance and analysis of market data and reference data used in Acadia's risk calculation and backtesting services. We support OTC portfolios across rates, FX, equity, credit, commodities and fixed income securities
• Market data is key to our pricing, and we engage closely with the quant development, DB development, support, and reconciliations teams to drive quality and develop our products
• Construction, deployment and testing of new market data
• Documentation of models
• Monitoring data quality
• Assessing quality of derivative pricing
• Developing and implementing improvements to data modelling
• Developing and implementing improvements to our automation in Python
• Developing and implementing improvements to our pricing software in C++

• Hybrid working options
• Healthcare
• Retirement planning
• Paid volunteering days
• Wellbeing initiatives

Total funding: $53.3m

The London Stock Exchange is one of the world’s oldest stock exchanges, with a history dating back over 300 years. It operates as a part of LSEG (London Stock Exchange Group), one of the world’s leading providers of financial markets infrastructure, as a marketplace to enable stock brokers and traders to buy and sell stocks, bonds, and other securities.