At a Glance
- Tasks: Define and test model changes while supporting stakeholders in risk governance.
- Company: LSEG, a leading financial services company based in London.
- Benefits: Competitive salary, professional development, and a chance to shape risk strategies.
- Other info: Ideal for those with 2-5 years of experience in a credit derivatives quant team.
- Why this job: Join a dynamic team and make an impact in credit derivatives and risk management.
- Qualifications: Master's or PhD in a relevant field with strong C++ skills.
The predicted salary is between 60000 - 80000 € per year.
LSEG in London is looking for a Quantitative Strategist/Analyst for its CDSClear First Line Risk Quant Team. The ideal candidate will possess 2-5 years of experience in a credit derivatives quant team and have in-depth knowledge of various CDS products.
Responsibilities include:
- Defining and testing model changes
- Maintaining risk documentation
- Supporting stakeholders
A Master's or PhD in a relevant field is required, along with strong skills in C++ and communication. This senior associate role offers a chance to shape risk governance strategies.
Quantitative Strategist – Credit Derivatives & Risk in London employer: LSEG
LSEG is an exceptional employer located in the heart of London, offering a dynamic work culture that fosters innovation and collaboration. Employees benefit from comprehensive professional development opportunities, competitive compensation, and a commitment to diversity and inclusion, making it an ideal place for those looking to advance their careers in quantitative finance. Join us to be part of a forward-thinking team that shapes the future of risk governance in the financial sector.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Strategist – Credit Derivatives & Risk in London
✨Tip Number 1
Network like a pro! Reach out to professionals in the credit derivatives space on LinkedIn. A friendly message can go a long way in getting your foot in the door.
✨Tip Number 2
Prepare for those interviews by brushing up on your C++ skills and understanding CDS products inside out. We want you to shine when discussing model changes and risk documentation!
✨Tip Number 3
Don’t just apply anywhere; focus on companies that align with your career goals. Check out our website for tailored opportunities that match your expertise in quantitative strategies.
✨Tip Number 4
Follow up after interviews! A quick thank-you email can keep you top of mind and show your enthusiasm for the role. Let’s make sure they remember you!
We think you need these skills to ace Quantitative Strategist – Credit Derivatives & Risk in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience in credit derivatives and any relevant quantitative skills. We want to see how your background aligns with the role, so don’t be shy about showcasing your expertise!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you’re passionate about the role and how your skills in C++ and risk management can contribute to our team. Keep it engaging and personal.
Showcase Your Communication Skills:Since communication is key in this role, make sure to demonstrate your ability to convey complex ideas clearly in your application. We appreciate candidates who can bridge the gap between technical and non-technical stakeholders.
Apply Through Our Website:We encourage you to apply directly through our website for a smoother process. It’s the best way for us to receive your application and ensures you don’t miss out on any important updates from our team!
How to prepare for a job interview at LSEG
✨Know Your CDS Products Inside Out
Make sure you brush up on your knowledge of credit derivatives, especially the various CDS products. Be prepared to discuss their mechanics and how they relate to risk management. This will show that you’re not just familiar with the theory but can apply it practically.
✨Showcase Your Quant Skills
Since this role requires strong C++ skills, be ready to demonstrate your coding abilities. You might be asked to solve a problem on the spot or discuss past projects where you implemented quantitative models. Practice explaining your thought process clearly and concisely.
✨Prepare for Scenario-Based Questions
Expect questions that assess your ability to define and test model changes. Think of specific examples from your previous experience where you successfully managed risk documentation or supported stakeholders. Use the STAR method (Situation, Task, Action, Result) to structure your answers.
✨Communicate Effectively
Strong communication skills are crucial for this role. Practice articulating complex concepts in simple terms, as you’ll need to explain your strategies to non-technical stakeholders. Consider doing mock interviews with friends or colleagues to refine your delivery.
