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LSEG Quantitative Manager- LCH in London, United Kingdom

OVERALL OBJECTIVES

As a member of SwapClear Quantitative Analytics team within the LCH, the role is primarily focused on providing the quantitative analysis, development and specification for all risk management requirements for new products / services that are being introduced to LCH Rates clearing business, as well as monitoring the performance and developing improvements to existing models.

This includes the development and maintenance of risk management models and tactical applications, quantitative analysis and financial modelling, new product research and development, and other quantitative tasks as required on an ad-hoc or project basis. The role will involve close liaison with the wider Rates Risk management team and Risk Change team, and other internal/external groups, on a regular basis.

Responsibilities:

  • Design, development and maintenance of risk management models and applications.

  • Development and testing of pricing models and curves.

  • Development and maintenance of in-house risk analytics library

  • Model validation of OTC Clearing Platform (Murex) native risk analytics and pricing models

  • Timely and accurate analysis of quantitative risk issues.

  • Contribute to improvements in existing risk management techniques and processes through the application of advanced quantitative methods.

  • Research and development in relation to proposed new products.

  • Review and assessment of existing and proposed margining methodologies.

  • Provision of quantitative expertise in relation to internal/external projects or on an ad-hoc basis.

  • Ensure that quantitative risk management techniques are kept in line with best practise.

Qualifications and Experience required:

Highly numerate with a degree in mathematics, quantitative area, economics or science-related disciplines.

Hands-on experience in developing quantitative models (not necessarily financial models), building pricing models (Like to have), and/or quantitative analytics.

Financial markets and products experience, either within risk management or quantitative environment within an investment bank or similar.

Knowledge of interest rate products, including experience in pricing, risk management and analysis.

Knowledge of other asset classes (eg. equities, commodities, energy, including experience in pricing, risk management and analysis.

Experience of product development lifecycle.

Skills

Advanced programming competency in R, Python or C+Strong numerical competency.

Effective critical analysis and reasoning skills.

Ability to work autonomously on individual projects.

Effective and confident communicator (written and oral).

Experience working with Vendor Systems such as Murex or Calypso

People are at the heart of what we do and drive the success of our business. Our culture of connecting, creating opportunity and delivering excellence shape how we think, how we do things and how we help our people fulfil their potential.

At LSEG we embrace diversity and actively seek to attract individuals with unique backgrounds and perspectives. We break down barriers and encourage collaboration, enabling innovation and rapid development of solutions that make a difference. Our workplace generates an enriching and rewarding experience for our people and customers alike. Our vision is to build an inclusive culture in which everyone feels driven to reach their potential.

We know that real personal growth cannot be achieved by simply climbing a career ladder – which is why we encourage and enable a wealth of avenues and interesting opportunities for everyone to broaden and deepen their skills and expertise.

LSEG are committed to supporting emotional, physical, financial and societal wellbeing. Our tailored benefits are a key part of this commitment and we offer colleagues a range of support from healthcare and retirement planning to paid volunteering days and consumer discounts.

We also make reasonable accommodations for applicants and employees with disabilities. If an accommodation is needed to participate in the job application or interview process, to perform essential job functions, and/or to receive other benefits and privileges of employment, please make your recruiter aware, we want to ensure you perform at your best.

As a global organisation spanning 70 countries and one rooted in a culture of growth, opportunity, diversity and innovation, LSEG is a place where everyone can grow, develop and fulfil your potential with purposeful careers.

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