Model Quality Assurance

4 days ago


Bucharest, Bucureşti, Romania LSEG (London Stock Exchange Group) Full time

Role profile:

The model quality assurance lead is responsible for designing, implementing, and performing the quality checks on input and output data for a specific model, and in case of Machine Learning models, will implement regression tests to measure model performance after retraining.

Their focus is to ensure that their assigned models are delivering to a high-quality standard and meet internal production timelines. This involves developing and executing a list of quality assurance checks that may differ per product. To this end they carry out the data quality checks, trace back errors through the model computation. They should report on controls, provide regular quality reports to track progress, and keep a catalogue of errors.

He will also provide recommendations on how we can improve model quality to the model manager and business analyst as part of a backlog of enhancements.

RESPONSIBILITIES:

  • Running checks and balances to spot spurious / anomalous values in all datasets (inputs, intermediaries, and model outputs); must be done for each input dataset and all output files per model.
  • Design, implement and complete the quality checks on raw and delivered data by model in Python code. In certain cases, these checks may be automated.
  • In case of Machine Learning models, implement non-regression tests to measure performance of the model.
  • Make sure that issues with either input data quality or output data quality are followed up with other content / research partners,
  • Centralization of model quality documentation based on sources. Produce Model Quality Control Reports, showing model performance and quality/accuracy.
  • Document recurrent errors and related resolutions
  • Finding opportunities for model automation and optimization
  • Works with content management to make sure data sources have been refreshed for all live models and ensuring refreshes are done in a timely fashion.
  • Working with the Model Manager to Ensure availability of model outputs to FTSE Index Research and LSEG D&A Product Development teams within agreed timelines.

WHAT YOU'LL BRING:

  • Advanced degree (MSc/PhD) in data engineering, data management or significant experience in a similar role
  • Good knowledge of queries to DBs, data analysis and data checks,
  • Good proficiency in Python and coding standards
  • Some experience with cloud solutions (AWS, Azure, GCP) is a plus
  • Understanding of quantitative tools and techniques, with the ability to perform quantitative/qualitative analysis required,
  • Strong analytical and problem-solving skills, good attention to detail, proven writing skills,
  • Understanding/Curiosity about Sustainability Investments (climate, ESG,…),
  • Collaborative, with intellectual curiosity to independently research topics,
  • Solid experience of Microsoft Office (Word, Excel, PowerPoint, Jira, and Confluence),
  • At least 2 years' experience in a similar role.

Career Stage:

Senior Associate

London Stock Exchange Group (LSEG) Information:

Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.

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.

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.

You will be part of a collaborative and creative culture where we encourage new ideas. We are committed to sustainability across our global business and we are proud to partner with our customers to help them meet their sustainability objectives. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

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

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