Job Title: Quantitative Model Validation Engineer Location: Buffalo, NY - hybrid min. 3 days/week at the office Duration: 8-9 Months with potential extensions Interview process - 3 rounds
Role Purpose The Model Validation team is responsible for independently validating and monitoring cross-asset models and analytics delivered by LSEG to its clients.
Essential Skills and Qualifications
Solid understanding of quantitative models and methodologies, with the ability to critically assess and validate them.
Strong proficiency in Python (good development practices) and experience with key data structures and libraries.
Knowledge of financial markets, products, and pricing frameworks.
Strong problem solving skills and the ability to work on sophisticated model related challenges.
Key Responsibilities
Design and implement validation framework to assess the performance of analytics produced by LSEG quantitative Libraries.
Perform in depth validation of quantitative models and evaluate them using relevant performance metrics.
Design and implement a technical solution to validate and monitor financial models
Develop an understanding of the quantitative library and its key components.
Produce clear, well structured validation reports and present findings to internal collaborators.
Define model testing strategies and document model methodologies and assumptions.
Contribute to build and maintain the automated tests framework.
Apply strong knowledge of financial markets, including pricing conventions, valuation assumptions.
Deliver high quality insights and support with a strong customer focused mindset.
Solve complex analytical and technical problems with a high degree of independence.