Financial Engineering Analyst

About the role

LSEG is hiring a Financial Engineering Analyst (Senior Associate) in Bucharest. The role supports customers with advanced financial and analytics queries on a wide range of instruments, works closely with the Case Owner and the Quant team, and helps investigate root causes of customer errors and problems.

Key responsibilities

• Investigate the root causes of customer errors and problems.
• Deliver advanced financial and analytics queries raised by customers on instruments such as cross-market pricing through the Library, Calculators and API services.
• Triage requests across LSEG Analytics, comparing numerical data across the applications offered.
• Collaborate with other Customer Support groups as an expert on advanced financial queries, partnering with the Case Owner to give financial expertise and insights to the client.
• Analyse pricing challenges across markets and instruments such as bonds (FRN, ILB, Convertible), swaps (IRS, cross-currency), FX&MM, options, mortgages, structured products and more.
• Raise defects related to vanilla and derivatives instrument valuation and work with Product Managers and developers on each asset class.
• Review methodology and pricing results with the Quant team.

Required profile

• Good knowledge of pricing financial instruments, at least one specific market.
• Knowledge of mathematical finance and cross-market concepts (fixed income, interest rate derivatives, FX&MM, options).
• Strong investigative skills: able to diagnose issues in complex backend environments with interconnected data sources and advanced business logic.
• Good writing skills in English.

Required skills

• Python
• Pricing of financial instruments