Quantitative Model Validation Engineer

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 a 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.