Full time
London Stock Exchange Group
New York, NY, USA
This is a director level role reporting to the Head of Analytics Research and working closely with the Head of Fixed income Pricing and Modeling. They will be responsible for supporting, enhancing, and building out Yield Book’s sophisticated analytics and supporting curve fitting, our term structure model, and pricing and risk for Mortgages, CMOs, fixed income derivatives, and corporate bonds and supporting similar pricing implementations across other LSEG analytics product lines. The daily activities will include modeling and monitoring of various curves, our term structure model, and the pricing of other fixed income security types. The responsibilities will also include collaborating with the MQA quant team at Citigroup who is a key partner for many of the models on the Yield Book platform and engaging with clients on key inquiries. Key Responsibilities Learn and understand Yield Book’s fixed income pricing model, curve fitting model, and term structure model as well as...