Quantitative Risk Analyst, ORE & Risk Analytics

LSEG

Boston (MA)

On-site

USD 78,000 - 130,000

Full time

7 days ago

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Job summary

London Stock Exchange Group (LSEG) seeks an Associate in the Quantitative Services team, Boston, to develop Open-Source Risk Engine (ORE) and support risk analytics across client portfolios. You will work with quants to price portfolios and perform stress tests, translating portfolios into ORE XML and collaborating with collateral and risk teams.

The role targets graduate students in quantitative fields who will complete their degree by summer 2027 and have strong Python or C++ skills, plus a

Qualifications

Penultimate year of graduate study, degree to be completed by summer 2027.
Strong understanding of Python or C++.
Familiarity with Git and LaTeX is ideal but not essential.
Knowledge of stochastic models/SDEs (e.g., OU, Hull-White, Black-Scholes).
Ability to collaborate and communicate effectively.
Interest in data analysis and pricing techniques.

Responsibilities

Contributing to the development of Open-Source Risk Engine (ORE).
Supporting the infrastructure for the IM Risk Generation (IMRG) service.
Pricing client portfolios and performing stress-testing and backtesting using ORE.
Utilizing ORE to calculate risk (VaR, SIMM, etc.) on client portfolios.
Translating client portfolios into the ORE XML format.
Collaborating with collateral management and risk teams to build financial applications.