Quant Analyst

Job description

Job Description (Job advert content) This position is within the Acadia Quantitative Services business unit of LSEG’s Post Trade Solutions division and is based out of LSEG’s New York or Boston offices. Acadia is wholly owned by LSEG (London Stock Exchange Group) since 2023. The successful applicant will be a member of the Quantitative Services team, which pursues the continuous development of and client support for Acadia’s pricing and risk analytics libraries, applications and hosted risk management services. The analytics software is based on ORE (Open Source Risk Engine, opensourcerisk.org) and QuantLib (quantlib.org). The software is largely written in C++ with a growing set of Python language bindings. The analytics are used in several ways: as the core component of Acadia’s hosted risk services (ISDA SIMM backtesting and benchmarking, CRIF generation for ISDA SIMM calculation, valuations, regulatory capital calculation, etc.), as “out of the box” software deployed on client premises, as well as the foundation for model validation and tailored client solutions implemented by the Expert Services consulting team. The successful applicant will contribute to the development of ad...