Romania Job Openings

LSEG (London Stock Exchange Group)
Financial Asset Pricing Analyst
Bucharest
FULL TIME
November 5, 2024
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Learning and understanding price-it models and implementation.
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Support the model development lifecycle and model documentation generation and automation.
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Support regular model performance monitoring.
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Supporting research, improve existing pricing models, and productionalization.
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Addressing model interpretation and suitability of model output in support of client inquiries.
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Coordinating with engineering developers, data teams, MRM, client services, and Product Management team members.
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Prior experience in a similar role for 2-3 years
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Experience of C++ programming language
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Solid understanding of advanced mathematics including stochastic calculus, measure theory, etc., financial mathematics, and numerical methods is required.
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Strong working knowledge of Python programming is a plus
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Advanced technical degree or equivalent experience in a field such as Physics, Computer Science, Engineering, Statistics, Physics, or Mathematics is required.
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Needs to be self-reliant and resourceful.
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25 days’ holiday per year
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1 additional day off for your Birthday
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Annual wellness allowance
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Share Purchase Plan
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Medical Health Insurance
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Medical Subscription (preventive medical services)
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Dental Coverage
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Life insurance
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Pillar 3 Private Pension
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Meal Vouchers
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Flexible Benefits
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Bookster
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Volunteering Events
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All LSEG colleagues with at least one year’s continuous service, who become parents, are now entitled to at least 26 weeks’ paid leave, and the option to return to work on a phased basis, in relation with specific company’s policy and guidelines
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