Quantitative Risk Strategist: Model Analytics & Validation

London Stock Exchange Group; Greater London; On-site; GBP 60,000 - 80,000; Full time

Benefits offered by this job

Healthcare

Retirement planning

Paid volunteering days

Wellbeing initiatives

Job summary

A leading financial markets infrastructure provider in London seeks a Quantitative Strategist to support business development and model governance within its CDSClear First Line Risk team. The ideal candidate will have 2-5 years’ experience in a front office credit derivatives quant team, with in-depth knowledge of various CDS instruments. Strong coding skills in C++, coupled with excellent communication abilities, are essential. This role offers a collaborative culture and a commitment to innovation, perfect for individuals looking to advance their careers.

Qualifications

• 2-5 years of experience in a front office credit derivatives quant team.
• In-depth knowledge of CDS (Single name, Index, Tranches, Options, CVA/XVA).
• Rigorous, organized, able to coordinate with teams.

Responsibilities

• Define and test risk model changes for business developments.
• Maintain risk methodology documentation for governance.
• Provide SME support to stakeholders and manage relationships.

Skills

Quantitative analysis

Credit derivatives knowledge

C++ programming

Python or R

Communication skills

Education

Master’s or PhD in Mathematics, Statistics, Physics, or related field

Job description

A leading financial markets infrastructure provider in London seeks a Quantitative Strategist to support business development and model governance within its CDSClear First Line Risk team. The ideal candidate will have 2-5 years’ experience in a front office credit derivatives quant team, with in-depth knowledge of various CDS instruments. Strong coding skills in C++, coupled with excellent communication abilities, are essential. This role offers a collaborative culture and a commitment to innovation, perfect for individuals looking to advance their careers.