LSEG is a leading global financial markets infrastructure and data provider. They are seeking a Junior Quant Analyst for their CDSClear team to implement risk model analytics, maintain risk monitoring reports, and support model validation reviews.
Implementation of risk model analytics changes required to support business development, suggesting model improvements and documenting methodology for risk governance
Ensuring the analytics for model risk monitoring reports are maintained, produced and approved by the relevant governance
Supporting regular model validation reviews and guiding them through the methodology
Partnering with Second Line Risk, CDSClear IT dev, CDSClear IT test and CDSClear Risk Change to ensure a smooth transition to production deliveries
Define, prototype and test model changes required for business developments and document to obtain approval from internal and external governance
Define business requirements and corresponding test cases for CDSClear Risk model changes
Maintain risk methodology documentation for members and auditors to be able to review the details of CDSClear’s risk model, and for the CDSClear First Line Risk code to be understandable
Maintain the analytics tools required to produce the regular model risk monitoring reports
Provide SME support to answer queries from clients / members or regulators
Build and manage relationships with internal stakeholders, including model validation, second line risk, CDSClear IT devs, CDSClear IT test and CDSClear Risk Change to improve predictability, transparency and efficiency of all deliveries impacting CDSClear Risk Run
Qualification
Required
Recent Master's or PhD graduate, or equivalent experience in Mathematical Finance, Statistics, Physics or related field
Well organised and articulate communicator, able to coordinate with other teams to safely introduce market driven and CDSClear driven changes in production
Proficient in R (or Python and willing to learn R)
Preferred
Some relevant quant experience a bonus but not essential as training will be provided
A keen interest in financial derivatives (both Vanilla and OTC)
Benefits
Healthcare
Retirement planning
Paid volunteering days
Wellbeing initiatives
LSEG (London Stock Exchange Group) is a diversified international markets infrastructure business —earning our clients’ trust for over 300 years.
Glassdoor
3.6
Founded in 2007
London, England, GBR
10001+ employees
https://www.lseg.com/
LSEG (London Stock Exchange Group) is a diversified international markets infrastructure business —earning our clients’ trust for over 300 years.
