London Stock Exchange Group Holdings Inc seeks a RMBS Researcher (New York, NY) to develop, maintain, and validate quantitative models for U.S. RMBS securities by analyzing collateral, housing, and macroeconomic data to assess cash flows, credit risk, and valuation; process large datasets, implement quality controls, support model risk management and research initiatives, and collaborate with cross-functional teams to communicate methodologies and findings. Telecommuting permitted. Salary: $112,778 per year. Reqs: Master's degree in finance, financial engineering or a related field; plus 2 years of experience in a Quantitative, Data Science, or Research-related role with 2 years of experience in Python, conducting model evaluation, data analysis, structured products. Email resumes to resumes@lseg.com referencing Job ID RMBSR0306.