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- Tasks: Manage quantitative risk models and develop innovative solutions for financial products.
- Company: Join the London Stock Exchange Group, a leader in global financial markets.
- Benefits: Enjoy healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.
- Other info: Be part of a diverse team that values individuality and encourages new ideas.
- Why this job: Make a significant impact in a dynamic environment focused on innovation and sustainability.
- Qualifications: Degree level education and 5+ years in Quant Risk Management with strong programming skills.
The predicted salary is between 70000 - 90000 £ per year.
Part of the London Stock Exchange Group (LSEG), LCH is a leading clearing house, serving major international exchanges and platforms, as well as a range of OTC markets. In particular, LCH is a leading CCP in Equity and Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts (refinancing/repo transactions) and Equities trading venues (Exchanges and MTFs). LCH works closely with market participants to identify and develop innovative clearing solutions. The role sits within the RepoClear, EquityClear and Collateral and Liquidity (CALM) In-Business Risk Team. This is a first line risk role within the business risk team.
The Business Quant Risk team is accountable for:
- Ownership of the Margin models for all three businesses
- Risk Governance Presentation through both internal and external risk governance
- Regulatory liaison covering all model change
- Implementing margin algorithms (Pricing models, risk models and parameter calibration)
- Implementing software applications for Risk IT systems
- Designing and Building Risk IT systems consistent with EMIR regulation and LCH internal policies
- Writing Business requirement for IT teams
- Developing and implementing quantitative solutions
- Prototyping and testing (UAT)
Key responsibilities of the role:
- Implementation of Market Data and Risk related projects
- Prototyping and developing front-end risk IT tools addressing various types of risk and financial products
- Analysis and implementation of performance improvements to the existing Risk (VaR) models across different products
- Maintenance and support of the existing risk libraries and risk simulators
- Project work and SME input and implementation of Market Data and Risk related change/projects – Significant involvement is required for any development relating to instrument data or validation changes.
- Analysis of the clearing data to look for trends and new business opportunities for LCH.
- Validation/Analysis/Development of the compression and netting algorithms
Experience and skills required:
- Degree level education.
- 5+ years of experience in Quant Risk Management in the Finance industry
- Strong programming skills (Java, R, Python)
- Sound conceptual / technical knowledge of modern IT infrastructure stack
- Autonomy, problem solving skills
- Effective communication skills (written and oral).
- Ability to work with team delivery environment.
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.
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.
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.
LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.
Quantitative Risk Manager in London employer: London Stock Exchange Group
Contact Detail:
London Stock Exchange Group Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Risk Manager in London
✨Tip Number 1
Network like a pro! Reach out to folks in the finance and risk management sectors, especially those connected to LCH. A friendly chat can open doors that a CV just can't.
✨Tip Number 2
Show off your skills! If you’ve got programming chops in Java, R, or Python, consider creating a small project or tool that showcases your quantitative risk management abilities. Share it on platforms like GitHub!
✨Tip Number 3
Prepare for interviews by brushing up on your knowledge of margin models and risk governance. Be ready to discuss how you’ve tackled similar challenges in your past roles—real examples go a long way!
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re genuinely interested in joining our team at LSEG.
We think you need these skills to ace Quantitative Risk Manager in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Risk Manager role. Highlight your relevant experience in risk management, programming skills, and any specific projects that align with what we do at LCH.
Craft a Compelling Cover Letter: Your cover letter should tell us why you're passionate about this role and how your background makes you a great fit. Don’t just repeat your CV; use this space to showcase your personality and enthusiasm for working with us.
Showcase Your Technical Skills: Since strong programming skills are key for this role, make sure to mention your proficiency in Java, R, or Python. If you've worked on relevant projects, give us a sneak peek into your problem-solving approach and outcomes.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way to ensure your application gets to the right people and shows us you’re serious about joining our team!
How to prepare for a job interview at London Stock Exchange Group
✨Know Your Numbers
As a Quantitative Risk Manager, you'll need to demonstrate your understanding of margin models and risk algorithms. Brush up on the specifics of VaR models and be ready to discuss how you've implemented or improved these in past roles.
✨Showcase Your Programming Skills
With strong programming skills in Java, R, and Python being essential, prepare to talk about your experience with these languages. Consider bringing examples of projects where you developed quantitative solutions or risk IT tools to showcase your technical prowess.
✨Understand the Regulatory Landscape
Familiarise yourself with EMIR regulations and how they impact risk management practices. Be prepared to discuss how you've navigated regulatory changes in previous roles and how you can contribute to LCH's compliance efforts.
✨Communicate Effectively
Effective communication is key in this role. Practice articulating complex concepts clearly and concisely, as you'll need to present risk governance to both internal and external stakeholders. Think about examples where your communication skills made a difference in a project.