Senior Quant Risk Developer: Margin & VaR Engineering

lseg; Gdynia; On-site; PLN 119,000 - 188,000; Full time

Job summary

London Stock Exchange Group (LSEG) seeks a senior quant risk developer for the RepoClear Risk IT team. You will design and maintain backend engines for risk and clearing, implement market data and risk projects, and support production systems.

Strong Java/Spring/REST skills and 7+ years in quantitative IT are essential. Based in London originally, this role may involve collaboration with Paris and other centers.

Qualifications

• Background in counterparty or market risk, including risk calculation methodologies.
• Proven track record implementing stress tests and VaR models.
• 7+ years of software development experience in a quantitative environment.
• Strong programming skills in Java 21, Spring, REST.

Responsibilities

• Design and develop the backend engine for Risk IT and clearing.
• Full cycle testing from model theory to production.
• Implement Market Data and Risk related projects.
• Gather business requirements and align IT with business needs.
• Improve performance of risk models across products.
• Maintain risk libraries and simulators; provide 3rd line support.

Skills

Java 21

Spring

REST

Risk models

Education

Degree in a numerate discipline

Job description

London Stock Exchange Group (LSEG) seeks a senior quant risk developer for the RepoClear Risk IT team. You will design and maintain backend engines for risk and clearing, implement market data and risk projects, and support production systems.

Strong Java/Spring/REST skills and 7+ years in quantitative IT are essential. Based in London originally, this role may involve collaboration with Paris and other centers.