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Risk Quantitative Engineer

London Stock Exchange Group
London, United Kingdom
Closing date
Jun 10, 2024

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
As part of the Product/Risk line within Postrade LCH ltd RepoClear/EquityClear/CaLM/Product and UV, the role is accountable for:
  • Project contribution to end-to-end solution (front-end, back-end, middleware) across all Risk quant libraries/applications
  • Participation in sprints, estimating the costs and finding optimal solutions during the development cycle
  • Designing and Building Prove both Concept solutions and production libraries/systems in the Risk and Product space
  • Automating CD/CI Risk framework
  • Testing Risk algorithms along all for the Model to Production cycles
  • Implementing margin/risk algorithms (Pricing models, risk models and parameter calibration) in a standard consistent with EMIR regulation and LCH internal policies
  • Writing Business requirement, governance documents, support guides
  • Developing and implementing quantitative solutions
  • Prototyping and testing (UAT)
Sound numeric knowledge is essential in both meeting the risk standards of the company and making the service appealing from a trading perspective.

Key Responsibilities
  • Sound quantitative skills in Risk/Clearing/Models
  • Design and development of the backend/frontend engine for Risk/Quant/Product IT
  • Support quant analysts in the modelling cycle
  • Experience in building and automating CD/CI frameworks in Cloud (AWS)
  • Full cycle of testing from the theoretical model to production
  • Implementation of Market Data and Risk related projects
  • Gathering of business requirements and agreeing between IT, App Support teams, businesses teams in Repoclear/Securities.
  • Prototyping and developing risk IT libraries/tools addressing various types of risk and financial products
  • Analysis and implementation of algorithmic performance improvements to the existing solutions
Candidate Profile / Key Skills
  • 3+ years of experience in the risk/quant development
  • Strong programming skills (Java 8-19/Kotlin/React JS/Hibernate/Postgres/Snowflake)
  • AWS/Gitlab/Git/Maven
  • R/python is a plus
  • REST/Linux / BASH
  • Degree in math/computer science-related disciplines.
  • Financial/Business risk understanding and modelling experience.
  • Experience in delivering production Risk IT solutions from the design to production
  • 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.
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. They go to the heart of who we are and guide our decision making and everyday actions.

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. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.

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

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. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.

Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject .

If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.

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