Quantitative Risk Analyst, London Stock Exchange
Stock exchange in the City of London
Be an early applicant
Stock exchange in the City of London
1001+ employees
Be an early applicant
1001+ employees
Company mission
To make things happen, out there in the real world, where it matters.
Role
Who you are
- 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
What the job involves
- As a member of 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 a 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
- 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 practise
- Risk Governance Presentation through both internal and external risk governance
Salary benchmarks
Our take
The London Stock Exchange is one of the world’s oldest stock exchanges, with a history dating back over 300 years. It operates as a part of LSEG (London Stock Exchange Group), one of the world’s leading providers of financial markets infrastructure, as a marketplace to enable stock brokers and traders to buy and sell stocks, bonds, and other securities.
The London Stock Exchange has lived through a stream of innovations; from telegraph and telephone, to the Market Price Display System, automatic trade matching, and the digitisation of issuer services. In 2019 it acquired Refinitiv, a financial information company, and in doing so became a global financial news and data business.
Most recently, the London Stock Exchange has made moves to support the evolution of private markets, and further build its presence in this space. It partnered with Floww, a platform that connects investors with private companies, with aims to launch a private primary capital raising facility, as well as explore new technologies and secondary market options for the platform.
Steph
Company Specialist at Welcome to the Jungle
Insights
21% employee growth in 12 months
Company
Company HQ
City of London, London, UK
Leadership
David Schwimmer
(CEO)Prior to joining LSEG in 2018, David was a Managing Director at Goldman Sachs for over 20 years.
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