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- Tasks: Analyse and develop risk management models using Python and R for innovative financial products.
- Company: Join LSEG, a leading global financial markets infrastructure provider with a collaborative culture.
- Benefits: Enjoy competitive salary, healthcare, retirement planning, and paid volunteering days.
- Why this job: Make a real impact in finance while working with cutting-edge technology and diverse teams.
- Qualifications: Degree in a relevant field and 2+ years in Quant Risk Management or financial risk.
- Other info: Be part of a dynamic team that values innovation and sustainability.
The predicted salary is between 36000 - 60000 £ 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.
As a member of the Quant team within the LCH Securities and CaLM First Line risk, the role is primarily focused on providing the quantitative analysis, development and specification for all risk management requirements for new products/services that are being introduced to LCH Securities clearing business or CaLM risk framework, as well as monitoring the performance and developing improvements to existing models. This includes the development and maintenance of risk management models and tactical applications, quantitative analysis and financial modelling, new product research and development, and other quantitative tasks as required on an ad-hoc or project basis. The development requires technical knowledge and development skills using programming languages, particularly Python and R. The role will also involve close liaison with the wider First Line Risk management team and other internal/external groups, e.g. Second Line Risk on a regular basis.
Key responsibilities of the role:
- Design, development and maintenance of risk management models and applications.
- Development, maintenance and testing of in-house risk and pricing analytics library and quantitative solutions.
- Writing Business requirements for IT teams and support release cycle with prototyping and testing (UAT).
- Model validation of in-house risk analytics and pricing model.
- Timely and accurate analysis of quantitative risk issues.
- Contribute to improvements in existing risk management techniques and processes through the application of advanced quantitative methods.
- Research and development in relation to proposed new products.
- Review and assessment of existing and proposed margining methodologies.
- Provision of quantitative expertise in relation to internal/external projects or on an ad-hoc basis.
- Ensure that quantitative risk management techniques are kept in line with best practice.
- Risk Governance Presentation through both internal and external risk governance.
Experience and skills required:
- Degree level education.
- 2+ years of experience in Quant Risk Management role or financial Risk Management in Finance industry.
- Good programming skills (Python, R).
- 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.
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.
Quantitative Risk Analyst 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 Analyst
✨Tip Number 1
Network like a pro! Reach out to people in the industry, attend events, and connect on LinkedIn. You never know who might have the inside scoop on job openings or can put in a good word for you.
✨Tip Number 2
Prepare for interviews by practising common questions and showcasing your quantitative skills. Brush up on your Python and R knowledge, and be ready to discuss how you've applied these in real-world scenarios.
✨Tip Number 3
Don’t just apply anywhere; focus on companies that align with your values and career goals. Check out our website for openings at LSEG and tailor your approach to show why you’re a perfect fit for the Quantitative Risk Analyst role.
✨Tip Number 4
Follow up after interviews! A quick thank-you email can go a long way in keeping you top of mind. Use this opportunity to reiterate your enthusiasm for the role and how you can contribute to the team.
We think you need these skills to ace Quantitative Risk Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Risk Analyst role. Highlight your experience with Python and R, and any relevant quantitative analysis you've done. We want to see how your skills match what we're looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about risk management and how you can contribute to our team. Keep it concise but impactful – we love a good story!
Showcase Your Problem-Solving Skills: In your application, don’t forget to mention specific examples where you've tackled complex problems. We value autonomy and problem-solving skills, so let us know how you've used these in your previous roles.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way to ensure your application gets to us quickly and efficiently. Plus, it shows you're keen on joining our team at LSEG!
How to prepare for a job interview at London Stock Exchange Group
✨Know Your Quantitative Stuff
Make sure you brush up on your quantitative risk management knowledge. Be ready to discuss specific models you've worked on, and how you've applied advanced quantitative methods in real-world scenarios. This will show that you not only understand the theory but can also apply it practically.
✨Show Off Your Programming Skills
Since programming in Python and R is crucial for this role, be prepared to talk about your coding experience. Bring examples of projects where you've used these languages to develop risk management models or analytics. If possible, demonstrate your problem-solving skills through a coding challenge or a relevant case study.
✨Communicate Clearly
Effective communication is key, especially when liaising with different teams. Practice explaining complex quantitative concepts in simple terms. You might be asked to present your ideas or findings, so being articulate and confident will help you stand out.
✨Research the Company Culture
Familiarise yourself with LSEG's values of Integrity, Partnership, Excellence, and Change. Think about how your personal values align with theirs and be ready to discuss this during the interview. Showing that you fit into their culture can give you an edge over other candidates.
