Quantitative Risk Analyst

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.

Responsibilities

• 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 requirement 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

• 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.

Career Stage Senior Associate

About LSEG: Join us and be part of a team that values innovation, quality, and continuous improvement. If you are ready to take your career to the next level and make a significant impact, we would 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. Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day.

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. Our charity, the LSEG Foundation provides charitable grants to community groups that help people access economic opportunities and build a secure future with financial independence. Colleagues can get involved through fundraising and volunteering.

LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.