Responsibilities:
- Independently execute client projects in quantitative finance as the primary project manager
- Lead small team(s) of quantitative analysts and/or developers to achieve client goals related to new model development, benchmarking/validation, regulatory compliance, and/or software integration/deployment.
- Coach and develop Junior colleagues’ quantitative finance and client-facing business skills.
Qualifications/Skills
- Master’s Degree in quantitative finance with high GPA (e.g. >3.5), or Bachelor’s Degree from top-tier school with some amount of additional financial certifications (e.g. either one or more of CFA, CQF, FRM, etc.)
- 10+ years of experience in quantitative finance with previous work experience in consulting.
- Strong cross-asset experience in: OTC derivatives valuation/pricing models, Counterparty Credit Risk, xVA, Market risk, and/or stress testing methodologies.
- Baseline understanding of global regulations applicable to OTC derivatives (e.g. Basel II/III/IV, Dodd-Frank Title VII), and to a lesser extent, associated model risk management (SR 11-07) and capital requirements (e.g. FRTB, SA-CCR).
- Strong project management & delivery capabilities in fast-paced, complex, and/or unstructured environments.
- Ability to identify and develop innovative solutions to client challenges.
- Ability to multi-task and manage more than one project at a time.
- Very good communication skills (verbal and written), comfortable communicating with senior management (both internally at AcadiaSoft and externally with clients), and team-oriented attitude.
- Good Python skill plus experience in two higher-level languages e.g. C++ C# Java, VBA etc., is preferred.
Other
- Committed to consistently broadening professional skills through participation in industry associations and academic training.
- Interest in contributing to AcadiaSoft thought leadership and engaging with the Open Source Risk community.
- Based in Dublin, Ireland.
LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.
Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.
Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 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 mental health or physical disability needs.
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