Sobre este puesto de Senior Quant Risk Developer en LSEG
Part of the London Stock Exchange Group (LSEG), LCH is a leading clearing house, serving major international exchanges and platforms, as well as a range of OTC markets. In particular, LCH is a leading CCP in Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts (refinancing/repo transactions).).
LCH works closely with market participants to identify and develop innovative clearing solutions.
A sound and efficient margin algorithm is essential in both meeting the risk standards of the company and making the service appealing from a trading perspective.
The Repo Risk platform (MLM) is a common platform shared between different Business Lines.
Each Business Line has its own delivery team. A centralised architecture and integration team defines technical guidelines and guaranties harmonious integration of the developments performed by each Business Lines dev teams.
Based in London, the RepoClear SA Risk IT team works directly with and under the direction of the Product Owner team based in Paris and also in close relation with the centralised architecture teams.
As part of the RepoClear Business lines, the Business “Risk IT” team is accountable for:
Designing and Building Risk IT systems
Automating continuous development / continuous integration of First line Risk IT framework
Implementing software applications for First Line Risk IT systems
Implementing margin algorithms (Pricing models, risk models and parameter calibration) in a standard consistent with EMIR regulation and LCH internal policies
Testing the system
Writing business requirement for IT teams
Develop and implement quantitative solutions
Proto-typing and testing (UAT)
The RepoClear SA business Line is responsible for the design and maintenance of the MLM platform and is looking to onboard a senior quant risk developer to help in maintaining the Margin Liability and Investment Risk frameworks.
Key Responsibilities
Design and development of the backend engine for Risk IT and clearing
Full cycle of testing from the theoretical model to production
Implementation of Market Data and Risk related projects
Gathering of business requirements and agreeing between IT, App Support teams, businesses teams in RCL and Exchanges.
Analysis and implementation of performance improvements to the existing risk models across different products
Maintenance and support of the existing risk libraries and risk simulators
Provide 3rd line support for Risk Applications
Working experience
Background in counterparty or market risk, including a strong grasp of risk calculation methodologies..
Proven track record in implementing and maintaining stress and Value-at-Risk (VaR) models
Education
Degree in a numerate discipline
IT Skills
7+ years of experience in the software development
Strong programming skills: Java 21, Spring, REST
Experience in risk or a quantitative role.
Experience in delivering IT solutions from the design to production
Sound conceptual / technical knowledge of modern IT infrastructure stack
Soft Skills
Able to work Independently, problem solving skills
Effective communication skills (written and oral).
Ability to work with team delivery environment.
Career Stage:
Senior AssociateLondon Stock Exchange Group (LSEG) Information:
Join us and be part of a team that values innovation, quality, and continuous improvement. If you're ready to take your career to the next level and make a significant impact, we'd love to hear from you.
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