Job Information
Refinitiv CRE/CMBS Quantitative Researcher in New York, New York
LSEGand Microsoft have entered an exciting strategic partnership for the development of next-generation data, analytics and cloud infrastructure solutions. Our customers' needs are evolving and so are financial markets. This partnership will transform the way customers discover, analyse and trade securities around the world. It will also advance our cloud strategy and build the improved resilience, efficiency and agility that our customers need. All of Microsoft's customers will also have access to our data and analytics capabilities through a single flexible infrastructure that is intuitive and responsive. If you are interested in being a part of this dynamic strategic partnership, we look forward to considering your skills and experience.Role Responsibilities & Key Accountabilities:- Learn and understand Yield Book existing CMBS models and products, and Yield Book clients' quantitative analytics requirement related to commercial real estate (CRE).- Work on all aspects of CMBS/CRE quantitative model and analytics development including model framework design, data processing, statistical analysis and regression, model testing, and validation.- Conduct and publish research on CMBS/CRE market trends, property performance, loan credit, valuation, strategy, and model use cases.- Collaborate with Sales, Relationship Management, Product Management, Technology, and other LSEG divisions, to service clients and explore business opportunities for CMBS/CRE models and products.- Support Yield Book CMBS/CRE model implementation for client interfacing prototype, collect client feedback, and improve/modify model accordingly.- Support model integration in production environment.- Support Yield Book clients and prospective clients for all model related requests and inquiries.- Write model technical document and white paper. Work with Model Risk for model risk management. Maintain model documentation for model life cycle at the appropriate level of clarity and detail.- Commitment to maintenance, support, and enhancement of models.Qualifications & Experience:- Strong quantitative research and/or statistical modelling skills are required.- Expert domain knowledge of CRE and CMBS.- At least 3-5 years of industry experience with CMBS/CRE research and CCAR/CECL modeling are strongly preferred.- Advanced academic degree (Masters or PhD is preferred) in a quantitative field, such as Science, Engineering, Statistics, or Mathematics.- Strong development skills in Python/C++/Java, data science, and machine learning are a significant plus.- Strong leadership skills, proven ability to innovate.- Proven ability to work with clients and influence at a senior level.- Strong understanding of fixed income analytics systems is a significant plus.- Excellent communication skills are required, both oral and written.- Team player, ability to learn new knowledge quickly and efficiently.Compensation/Benefits Information (New York City applicants only):LSEG is committed to offering competitive Compensation and benefits. The anticipated base salary for this position is $128,000 - $237,800.Please be aware base salary ranges may vary by geographic location, city and state. In addition to our offered base salary, this role is eligible for our Annual Incentive Plan (AIP/"bonus plan"). Target AIP rates will be commensurate with role level and posted career stage. Individual salary will be reflective of job related knowledge, skills and equivalent experience. LSEG roles (excluding internships and part-time roles of less than 20 hours per week) are typically eligible for inclusion in our LSEG Benefits program, which includes offerings of: Annual Wellness Allowance, Paid time-off, Medical, Dental, Vision, Flex Spending & Health Savings Options, Prescription Drug plan, 401(K) Savings Plan and Company match. LSEG's Benefits plan also includes basic life insurance, disability benefits, emergency backup dependent care, adoption assistance commuter assistance etc.At LSEG, we believe that creating a diverse and inclusive organisation is fundamental to the way we deliver on our promise of creating essential partnerships and open opportunities. Our open culture is central to how we deliver our purpose - driving financial stability, empowering economies and enabling customers to create sustainable growth - in everything we do.Working with us means that you will be part of a dynamic organisation of 25,000 people across 70 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 any mental health or physical disability needs.Please take a moment to read this carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, .If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.As a global business, we rely on diversity of culture and thought to deliver on our goals. Therefore we seek talented, qualified employees in all our operations around the world-regardless of race, color, sex/gender, including pregnancy, gender identity and expression, national origin, religion, sexual orientation, disability, age, marital status, citizen status, veteran status, or any other protected classification under country or local law. LSEG is proud to be an Equal Employment Opportunity/Affirmative Action Employer providing a drug-free workplace.