Data Scientist

Lead Data Scientist (Financial asset pricing)

At LSEG, we consider on providing opportunities equally as priority, we strive to establish teams that are diverse and encourage coordinated working and sharing of ideas!

At LSEG Bangkok, you can be your best self. Our open and inclusive culture and collaborative communities connect colleagues from across the world, and a host of skill development programmes support our people’s personal and professional growth.

Job description

We are looking for lead data scientist for market data analytics application handling and handling large scale of data both structured and unstructured. This application involves real-time high frequency and time series data including static referenced data. We also apply natural language processing to extract and transform content, and machine learning library to improve quality of the data.

Our group is part of Analytics Center of Perfection responsible for large scale application producing cross-asset derived content (equity, indices, fixed income, foreign exchange, commodities, etc.). The application processes data with ranges of simple mathematics, statistic model up to predefined financial asset pricing model through Web-Service API and other proprietary API on cloud system.

Responsibility

• Lead data scientist project from scratch
• Research on quantitative finance model. Turning academic aspect of the model into practice.
• Ability to lead and mentor other team members
• Orchestrate requirement discussion both technical and non-technical aspect with relevant parties mainly located in Paris, London, US and India
• Design and implement python script to manipulate data structure/format and price financial asset using both self-created library and pre-defined library or Refinitiv quantitative pricing service
• Produce minimum level of requirement document
• Provide 3rd level support of application and relevant systems, comfortable with European shift time
• Dedicated on research of new technology, quantitative finance model and machine learning/deep learning theory

Required skills and experience

• At least 5 years’ experience as a data scientist, software engineer or comparable field
• Good knowledge in Python programming language and application design
• Solid understanding in applied statistic such as data/probability distribution, linear/non-linear regression, classification model and others
• Solid understanding in derivative instrument pricing theory
• Experienced in machine learning and free text mining
• Fluent in spoken and written English
• Familiar with financial market content and financial instrument especially derivatives
• Positive and open attitude, eager to learn new technologies

Preferred skills and experience (not required but with advantage)

• Experience with stock exchange and/or financial institutional
• VBA (Excel Macro), Database programming, R programming

LSEG is an equal opportunities employer, that seeks to offer an inclusive environment to all colleagues. Furthermore, LSEG has committed to reduce its carbon emissions by 50% by 2030, and to reach net zero by 2040

LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.

Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.

Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.

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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