Quantitative Strategist – Credit Derivatives & Risk

Quantitative Strategist – Credit Derivatives & Risk

Full-Time 60000 - 80000 € / year (est.) No home office possible
LSEG

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 dynamic work environment.
  • Other info: Join a collaborative team with opportunities for career advancement.
  • Why this job: Shape risk strategies in a fast-paced, innovative financial setting.
  • Qualifications: Master's or PhD in a relevant field with C++ skills and credit derivatives knowledge.

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 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.

LSEG

Contact Detail:

LSEG Recruiting Team

StudySmarter Expert Advice🀫

We think this is how you could land Quantitative Strategist – Credit Derivatives & Risk

✨Tip Number 1

Network like a pro! Reach out to professionals in the credit derivatives space on LinkedIn or at industry events. We can’t stress enough how valuable personal connections can be in landing that dream role.

✨Tip Number 2

Prepare for those interviews by brushing up on your C++ skills and understanding the latest trends in CDS products. We recommend doing mock interviews with friends or using online platforms to get comfortable with the questions you might face.

✨Tip Number 3

Showcase your problem-solving skills! During interviews, be ready to discuss how you've tackled complex quantitative challenges in the past. We want to see your thought process and how you approach risk management.

✨Tip Number 4

Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive about their job search.

We think you need these skills to ace Quantitative Strategist – Credit Derivatives & Risk

Credit Derivatives Knowledge
Model Testing
Risk Documentation
Stakeholder Support
C++ Programming
Communication Skills
Quantitative Analysis

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 this role involves supporting stakeholders, it’s crucial to demonstrate your ability to communicate complex ideas clearly. We recommend including examples of how you've effectively communicated in past roles.

Apply Through Our Website:We encourage you to apply directly through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates!

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 strategies. Practice coding challenges related to financial modelling to sharpen your skills.

✨Communicate Clearly and Confidently

As communication is key in this role, practice explaining complex concepts in simple terms. Think about how you would present your ideas to stakeholders who may not have a technical background. Clear communication can set you apart from other candidates.

✨Prepare for Scenario-Based Questions

Expect questions that assess your problem-solving skills in real-world scenarios. Prepare examples from your past experience where you defined or tested model changes, maintained risk documentation, or supported stakeholders. Use the STAR method (Situation, Task, Action, Result) to structure your answers.