Senior Quantitative Analyst

DEU-Duesseldorf-Koenigsallee, DEFull-time2026-10-22 → 2026-11-10

Core

Manage development priorities, architecture, and code quality for the PTS Open Source Risk Engine (ORE) software codebase used across internal LSEG businesses and by 150+ clients.

Role type

Senior IC quantitative software engineer (derivatives pricing and risk models)

Builds

Derivatives pricing and risk models for internal businesses (Acadia, Quantile, SwapAgent, SwapClear, LFA, Model Risk Management) and external clients

Domain

Financial services, derivatives pricing, risk management

Deliverable

production ML models

Required skills

C++, Python, derivatives pricing models, risk models, multiple asset classes, software architecture, code review, technical communication

Technologies

C++, Python

Responsibilities

Manage development priorities and architecture for the ORE codebase, contribute to code quality and reviews, engage with internal stakeholders and external clients regarding development priorities

Seniority

Senior, hands-on IC

About lseg

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It’s how we’ve contributed to supporting the financial stability and growth of communities and economies globally for more than 300 years. Through a comprehens