Quantitative Risk Analyst

London Stock Exchange Group

Not specified; competitive salaries mentioned; ben...
Postgraduate degree in applied mathematics or finance
Strong knowledge of python, r, or matlab
Experience with var/es risk models
The role involves performing independent model validation for key methodologies including pricing, rates, and margins while assessing mathematical soundness

Job Summary

  • The role involves performing independent model validation for key methodologies including pricing, rates, and margins while assessing mathematical soundness.
  • Candidates will collaborate with first-line developers and second-line risk teams to identify risks and deliver comprehensive validation reports.
  • The company offers a competitive benefits package including 25 days' holiday, wellness allowances, and opportunities for career development through formal and informal learning tools.

Matching Summary

The role involves performing independent model validation for key methodologies including pricing, rates, and margins while assessing mathematical soundness.

Salary

Not specified; Competitive salaries mentioned; Benefits include 25 days' holiday, wellness allowance, share purchase plan, medical insurance, and meal vouchers

Skills & Requirements

Must-have

  • Postgraduate degree in Applied Mathematics or Finance
  • Strong knowledge of Python, R, or Matlab
  • Experience with VaR/ES risk models
  • Proficiency in numerical algorithms and statistical analysis
  • Understanding of LLM family and Wealth Management models

Nice-to-have

  • Interest in Index methodologies and ESG scores
  • Knowledge of derivative pricing and quantitative methods
  • Intellectual curiosity and collaborative soft skills
  • Ability to engage with senior staff and junior colleagues
  • Familiarity with Microsoft Office suite

Key Requirements

  • MSc/PhD in Applied Mathematics, Computer Science, Finance, Statistics, Physics, or Engineering
  • Good understanding of machine learning algorithms and data wrangling
  • Proven writing skills and attention to detail

Work Rights

Not specified

Tailored Resume

Cover Letter