Hybrid in New York, New York
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Yesterday
Job Description: The LSEG quantitative development group is responsible for implementing a wide range of models for securities valuation and risk management. Our major initiative is to upgrade decades-old analytics code base (C/C++, Shell, Python) and build/test infrastructures to exit Yield Book from its non-strategic datacenter and migrate to Azure. Roles and Responsibilities Refactor code for analytics compute servers and financial models to make them stateless Migrate code base from CVS sou
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