Senior Market Analyst, Derivatives

Location: New York

Senior Market Analyst, Derivatives page is loaded## Senior Market Analyst, Derivativeslocations:
USA-New York-28 Liberty Streettime type:
Full time posted on:
Posted Todayjob requisition :
R0115287
** Role Responsibilities &

Key Accountabilities:

*** Develops, maintains and implements quantitative and statistical models used within information based products, analytics and research tools
* Understands and creates performance indicators, models and algorithms related to products
* Leads independent model reviews on complex topics in accordance with business needs and regulatory requirements to assess model risk
* Develops alternative benchmark models, design back testing or other methodologies to test the conceptual soundness of model assumptions
* Responds to internal and external enquiries related to model construction and development
* Builds external facing relationships with clients, asset owners, buy and sell side, and regional exchanges
* Builds and maintains relationships with the Development, Product, Sales and Marketing functions, ensuring effective communication
* Solves a variety of complex problems arising in the analysis of the behavior of products, including more complex and high priority products
* Utilizes deep knowledge and uses a variety of technologies (e.g. C/C++, Java, Python) to turn model IP into model code
* Translates business requirements, documents and requests into programming and data criteria and conducts research in order to model expected results.
** Qualifications &

Experience:

*** Master’s Degree in Financial Engineering, Quantitative Finance, Mathematical Finance or equivalent
* Strong problem solving skills and be proficient in Excel
* Lead the full production cycle for all Derivatives asset types including preproduction and quality analysis, production and deliveries
* Collect requirements for Derivatives products in the vanilla asset type (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes)
* Lead client’s workflow evaluation pricing cycle and support
* Lead Derivatives’ client’s communications
** Career Stage:
** Senior Associate
** Compensation/Benefits Information:
** LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $113,300 - $188,800.Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/”bonus plan”). Target AIP rates will be commensurate with role level and posted career stage.

Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of:
Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match. LSEG’s Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.
** London Stock Exchange Group (LSEG) Information:
** Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

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…