Senior Quant Risk Developer

Land Securities Group

Bucharest, Romania
Java 21, spring, rest
Counterparty or market risk
Risk calculation methodologies
LCH is a leading CCP in Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts

Job Summary

  • LCH is a leading CCP in Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts.
  • The Repo Risk platform (MLM) is a common platform shared between different Business Lines, with a centralized architecture and integration team.
  • Join a dynamic organization of 25,000 people across 65 countries that values innovation, quality, and continuous improvement.

Matching Summary

LCH is a leading CCP in Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts.

Skills & Requirements

Must-have

  • Java 21, Spring, REST
  • Counterparty or market risk
  • Risk calculation methodologies
  • Stress and Value-at-Risk (VaR) models
  • Software development lifecycle

Nice-to-have

  • Independent problem solving
  • Effective communication skills
  • Team delivery environment
  • Continuous improvement culture
  • Innovation and new ideas

Key Requirements

  • 7+ years of experience in software development
  • Degree in a numerate discipline
  • Experience in risk or a quantitative role
  • Proven track record in implementing and maintaining stress and VaR models

Work Rights

Not specified

Tailored Resume

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