• Learning and understanding Yield Book RMBS models
• Support the model development lifecycle and model documentation generation and automation.
• Support regular model performance monitoring.
• Supporting research and the construction of new quantitative models using statistical or machine learning methods in python.
• Improving the data flows that support quant models: customize data storage and processing to optimize for user experience, cost, and speed.
• Working in our cloud platform and leading data processing and model development.
• Responsible for model implementation and paths to production.
• Coordinating with developers, data teams, ISD Research, client services and Product Management team members on python code, cloud, and research outreach.

• Technical degree or equivalent experience in a field such as Physics, Computer Science, Engineering, Statistics, Physics, or Mathematics preferred.
• Strong working knowledge of Python programming language is required.
• Solid understanding of statistics and machine learning is required
• Good knowledge of data engineering is desired.
• Prior experience integrating data and models into production processes is desired.
• Prior experience in credit risk modelling such as prepayment, delinquency, defaults, and severities will be an advantage.
• Needs to be self-reliant and resourceful.
• Must have the desire, and ability to innovate.

• 25 days’ holiday per year
• 1 additional day off for your Birthday
• Annual wellness allowance
• Share Purchase Plan
• Medical Health Insurance
• Medical Subscription (preventive medical services)
• Dental Coverage
• Life insurance
• Pillar 3 Private Pension
• Meal Vouchers
• Flexible Benefits
• Bookster
• Volunteering Events
• 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