Quantitative Engineer
Core
Build robust, scalable, and automated applications for global indexing and analytics solutions supporting trillions in assets.
Role type
Senior IC quantitative software engineer (financial markets infrastructure)
Builds
Index calculation engines, back-testing frameworks, performance attribution tools, and automated data pipelines for FTSE Russell products.
Domain
Financial markets infrastructure / Quantitative finance / Data engineering
Deliverable
production ML models | product features | infrastructure
Required skills
Python, SQL, data analytics libraries (numpy, pandas, scipy, cvxpy), software engineering best practices, algorithmic development, code optimization, RESTful API design, CI/CD pipelines, cloud deployment (AWS), database management (SQL Server, Snowflake, PostgreSQL), C# or Java.
Preferred skills
Experience with JSON/XML configuration models, systematic investment strategies, cross-asset derivative instruments.
Technologies
Python, SQL, numpy, pandas, scipy, cvxpy, GIT, AWS (EC2, Lambda, Glue, EKS, SQS), SQL Server, Sybase, Snowflake, PostgreSQL, C#, Java, JSON, XML.
Responsibilities
Write clean, efficient code for index calculations and analytics; integrate and process financial datasets; implement cloud-native microservices and automated pipelines; collaborate with Product and Research teams to transition prototypes to production; troubleshoot production issues.
Seniority
Senior Associate, hands-on IC