Quantitative Strategist – Credit Derivatives & Risk

LSEG; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

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, and 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.

Qualifications

• 2-5 years experience in a front office credit derivatives quant team.
• In depth knowledge of CDS products.
• Production coding experience in quant libraries.

Responsibilities

• Define and test model changes for business developments.
• Maintain risk methodology documentation for reviews.
• Provide SME support for client queries.

Skills

Quantitative analysis

Credit derivatives knowledge

C++ proficiency

Communication skills

Organizational skills

Education

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

Tools

Python

R

Job description

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, and 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.