Quantitative Risk Analyst

London Stock Exchange Group
01 Mar 2018
21 Mar 2018
Contract Type
Full Time
Reporting directly into the head of Risk Innovation RepoClear, EquityClear, and CaLM, the role will be part of the Business Risk Management department (First Line Risk), which is charged with researching, developing, implementing and supporting the Clearing House analytics used for risk and default management. These analytics include in particular:
  • Models (calibration, simulation, pricing, sensitivities, Value-at-Risk, liquidity, regulatory capital);
  • Testing frameworks (back-testing, stress testing, unit and regression testing);
  • Tools dedicated to clients portfolio management (sensitivities, risk reports, margin adequacy, and collateral management);
  • Clearing data analysis;
  • And through specifics analysis such as feasibility studies on new products for the benefit of senior management.

Key Responsibilities
  • Contribute to the Market and Liquidity Risk framework across the RepoClear, EquityClear and CaLM areas;
  • Risk library: contribute to the development of standardised collaborative tools within First line risk team;
  • Analysis of the clearing data to look for trends and new business opportunities for LCH;
  • Become an advanced user and a go-to member of the team (provide assistance when required);
  • Pro-actively participate in defining new initiatives, and leading them;
  • The role will need to be key communication point notably between stakeholders, business teams across areas, and IT teams.

Candidate Profile / Key Skills
  • Demonstrable experience in quantitative risk roles;
  • Analytical background with good knowledge of statistics, econometrics, financial mathematics, stochastic calculus (preferably gained through a Masters degree);
  • Excellent conceptual and hands-on knowledge of risk management and risk modelling (both market risk and liquidity risk is a plus);
  • Hands-on experience with data handling: ability to extract, prepare, and structure data (Oracle, MongoDB, Bloomberg, Reuters);
  • Excellent coding skills (R, Excel/VBA, SQL), and overall good IT skills e.g. follows best practices, robust solution designs; Git experience and Unix skills is an advantage);
  • Affinity with new technology and interest in Data Science/ machine learning is an advantage;
  • Self-driven, entrepreneurial with good problem solving skills;
  • Copes well in fast paced environment with changing priorities (agile operating team);
  • Ability to work effectively on both an individual basis and as part of the wider team;
  • Effective communication (written and oral) and time management skills;
  • Excellent attention to details.

People are at the heart of what we do and drive the success of our business. Our colleagues thrive personally and professionally through our shared values of Integrity, Partnership, Innovation and Excellence are at the core of our culture. We embrace diversity and actively seek to attract people with unique backgrounds and perspectives. We are always looking at ways to become more agile so we meet the needs of our teams and customers. We believe that an inclusive collaborative workplace is pivotal to our success and supports the potential and growth of all colleagues at LSEG.

A career with London Stock Exchange Group offers you the opportunity to be at the centre of the financial community. As well as competitive salaries and a range of attractive benefits, we maximise each employees potential through personal development plans, training, coaching and mentoring.

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