At a Glance
- Tasks: Lead risk model development and governance across key financial services.
- Company: Join the London Stock Exchange Group, a leader in financial markets.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Collaborative team culture focused on delivery and innovation.
- Why this job: Make a real impact on market risk management and innovative risk tooling.
- Qualifications: Strong background in quantitative risk management and data analysis skills.
The predicted salary is between 80000 - 100000 £ per year.
London Stock Exchange Group (LSEG) is seeking a high-calibre Quant Risk professional in London to lead risk model development and governance across Repo Clear, Equity Clear and CALM In-Business Risk.
The role emphasizes market risk with Va R models and data-driven risk tooling.
The successful candidate will contribute to model calibration, regulatory liaison, and frontend risk IT developments, working in a collaborative, delivery-focused team in London.
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We think you need these skills to ace Senior Quant Risk Manager, Margin & Risk IT
Quantitative Risk Management
Risk Model Development
Governance
Market Risk
Value at Risk (VaR) Models
Data-Driven Risk Tooling
Model Calibration
