Quant Analyst: ORE Risk Engine & Risk Analytics

London Stock Exchange Group; Boston (MA); On-site; USD 78,000 - 130,000; Full time

Benefits offered by this job

Medical

Dental

Vision

401(K) Savings Plan and Company match

Job summary

London Stock Exchange Group (LSEG) in Boston seeks a Quantitative Associate to contribute to the Open-Source Risk Engine (ORE) development and support IM Risk Generation infrastructure. You will price client portfolios and perform stress-testing and backtesting using ORE, and translate client data into ORE XML format.

The role requires pursuit of a graduate degree by 2027, with strong Python or C++ skills and knowledge of stochastic models.

Qualifications

• Penultimate year of graduate study with degree completed on or before Summer 2027.
• Predicted PhD or master's in quantitative fields (Math, Physics, Financial Engineering).
• Interest in Financial Engineering and learning broader business scope.

Responsibilities

• Contribute to development of Open-Source Risk Engine (ORE).
• Support infrastructure for IM Risk Generation (IMRG).
• Price client portfolios and perform stress-testing/backtesting using ORE.
• Use ORE to calculate risk (VaR, SIMM, etc.) on client portfolios.
• Translate client portfolios into ORE XML format.
• Collaborate with collateral management and risk teams on financial applications.

Skills

Python

C++

Git

LaTeX

Stochastic models

Education

Graduate degree in Math/Physics/Financial Engineering

Tools

ORE

Job description

London Stock Exchange Group (LSEG) in Boston seeks a Quantitative Associate to contribute to the Open-Source Risk Engine (ORE) development and support IM Risk Generation infrastructure. You will price client portfolios and perform stress-testing and backtesting using ORE, and translate client data into ORE XML format.

The role requires pursuit of a graduate degree by 2027, with strong Python or C++ skills and knowledge of stochastic models.