Senior Quant Risk Developer

London Stock Exchange Group (LSEG)

London, United Kingdom
Java 21, spring, rest
Risk calculation methodologies
Stress and value-at-risk (var) models
LCH is a leading clearing house serving major international exchanges and platforms, as well as a range of OTC markets

Job Summary

  • LCH is a leading clearing house serving major international exchanges and platforms, as well as a range of OTC markets.
  • 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.
  • Join us and be part of a team that values innovation, quality, and continuous improvement.

Matching Summary

LCH is a leading clearing house serving major international exchanges and platforms, as well as a range of OTC markets.

Skills & Requirements

Must-have

  • Java 21, Spring, REST
  • Risk calculation methodologies
  • Stress and Value-at-Risk (VaR) models
  • Backend engine development
  • Market Data and Risk projects

Nice-to-have

  • Collaborative and creative culture
  • Continuous improvement
  • Sustainability initiatives

Key Requirements

  • 7+ years of experience in software development
  • Experience in risk or a quantitative role
  • Degree in a numerate discipline
  • Proven track record in implementing and maintaining stress and Value-at-Risk (VaR) models
  • Background in counterparty or market risk

Work Rights

Not specified

Tailored Resume

Cover Letter