Quantitative Valuations Lead - Fixed Income and Derivatives

Quantitative Valuations Lead, Fixed Income and Derivatives

About LSEG Evaluated Pricing Service

LSEG Evaluated Pricing Service is an independent, global evaluated pricing provider covering more than 3 million fixed income securities and derivatives. Our coverage spans all major financial markets, delivering evaluated prices multiple times throughout the day. Our pricing solutions provide transparency, market insight, and confidence to asset managers, custodian banks, mutual funds, investment banks, accounting firms, and financial research providers.

The Pricing Service organization consists of seasoned fixed income professionals and support staff globally. Our teams employ transparent, data-driven valuation methodologies that leverage observable market information, advanced analytics, and deep market expertise to support the global financial community.

Role Overview

We are seeking an experienced Quantitative Valuations Lead to lead a highly skilled team responsible for designing, developing, and deploying advanced valuation algorithms that scale pricing production while enhancing accuracy, consistency, and market coverage across fixed income and derivative products.

This leadership role combines quantitative research, financial engineering, machine learning, artificial intelligence, software delivery, and people management. The successful candidate will drive the strategic evolution of our valuation capabilities by implementing innovative AI and ML solutions, mentoring quantitative talent, and partnering closely with engineering and business stakeholders to deliver production-ready valuation models at scale.

The role requires a strong balance of technical expertise, leadership, and execution, with a focus on transforming fixed income valuation processes through advanced analytics and modern data science techniques.

Key Responsibilities

Quantitative Research & Model Development

• Lead the development and enhancement of valuation algorithms for fixed income securities and derivatives.

• Design and implement advanced machine learning and artificial intelligence models to improve pricing accuracy, scalability, coverage, and operational efficiency.

• Develop quantitative methodologies that leverage market data, alternative data, and statistical techniques to generate high-quality evaluations.

• Continuously monitor model performance and introduce enhancements to improve predictive power, explainability, and robustness.

• Establish model governance standards, validation frameworks, and performance measurement practices.

Leadership & Team Development

• Lead, coach, and develop a team of quantitative analysts and data scientists.

• Foster a culture of innovation, collaboration, continuous learning, and technical excellence.

• Provide technical direction and mentorship on quantitative modeling, machine learning techniques, software development best practices, and valuation methodologies.

• Partner with team members to strengthen their skills and accelerate professional growth.

• Build organizational capabilities in AI, machine learning, and quantitative analytics.

Cross-Functional Delivery & Execution

• Collaborate closely with Engineering, Product, Data, and Pricing Operations teams to translate quantitative research into scalable production solutions.

• Drive end-to-end delivery of model development initiatives, ensuring timely execution against strategic business objectives.

• Establish effective operating models between quantitative research and technology teams for efficient deployment and maintenance of valuation algorithms.

• Act as a key stakeholder in prioritizing enhancements to valuation infrastructure, analytics platforms, and data pipelines.

Business & Market Expertise

• Partner with valuation experts and market specialists to incorporate market intelligence into quantitative frameworks.

• Support the expansion of evaluated pricing coverage across asset classes and markets.

• Communicate complex quantitative concepts and model outputs to senior stakeholders, clients, and business partners.

• Stay current with emerging developments in financial markets, artificial intelligence, machine learning, and quantitative finance.

Required Qualifications

• Advanced academics in Quantitative Finance, Financial Engineering, Mathematics or a related quantitative discipline.

• 10+ years of experience in quantitative research, financial engineering, artificial intelligence, machine learning, or valuation analytics within financial services.

• Experience leading transformation initiatives.

• Demonstrated experience leading and developing teams of quantitative analysts, data scientists, or financial engineers.

• Deep understanding of fixed income markets and valuation methodologies; experience with securitized products, credit, structured products, or derivatives is strongly preferred.

• Proven success designing and implementing machine learning and AI solutions in production environments.

• Strong expertise in statistical modeling, predictive analytics, optimization techniques, and quantitative methods.

• Experience collaborating closely with software engineering teams to deploy scalable, production-grade analytical solutions.

• Strong proficiency in Python and modern machine learning frameworks and tools.

• Exceptional analytical, problem-solving, and decision-making skills.

• Excellent communication and stakeholder management capabilities, including the ability to explain complex quantitative concepts to technical and non-technical audiences.

• Ability to operate effectively in a fast-paced environment while managing multiple priorities and strategic initiatives.

• Track record of delivering enterprise-scale quantitative platforms and valuation solutions.

This role offers a unique opportunity to shape the future of evaluated pricing by combining quantitative innovation, artificial intelligence, and leadership to build next-generation valuation capabilities at global scale.

Career Stage:

Manager

Compensation/Benefits Information:

LSEG is committed to offering competitive Compensation and Benefits. The anticipated base salary for this position is $192,400 - $320,600.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.

LSEG unlocks the power of markets to create opportunities across the global economy.

Through our connected network of market infrastructure, data and analytics, we help customers access capital, manage risk and make confident decisions.

Our insights bring clarity to complex markets, and our trusted services ensure resilience and stability. With deep expertise and global scale, we partner with customers to drive innovation and shape the future of finance.

Few organisations operate at the scale, complexity and reach of LSEG. Here, you’ll work alongside experts, be inspired to deliver your best work and help shape what’s next for our business and the global economy.

Guided by our values of Integrity, Partnership, Excellence and Change, we bring together diverse perspectives, encourage fresh thinking, and create an environment where learning never stops.

Join more than 26,000 colleagues across 60 countries, supporting customers in over 170 countries. Alongside flexible ways of working, you'll have access to benefits that support your wellbeing and your future, including 26 weeks' parental leave, healthcare, retirement planning and a wellness allowance. Through the LSEG Foundation and two paid volunteering days each year, you’ll also have opportunities to get involved in your local community and support causes that matter to you.

We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone’s race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.

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