Cdsclear Quantitative Strategist

LSEG (London Stock Exchange Group)

London, United Kingdom
Quantitative strategist experience
In-depth knowledge of credit derivatives
Experience in c++ coding
This role focuses on implementing risk model analytics changes to support business development

Job Summary

  • This role focuses on implementing risk model analytics changes to support business development.
  • The candidate will partner with various teams to ensure smooth transitions to production deliveries.
  • LSEG values innovation, quality, and continuous improvement in a collaborative culture.

Matching Summary

This role focuses on implementing risk model analytics changes to support business development.

Skills & Requirements

Must-have

  • Quantitative strategist experience
  • In-depth knowledge of credit derivatives
  • Experience in C++ coding

Nice-to-have

  • Experience in Python or R
  • Excellent communication skills
  • Ability to coordinate with teams

Key Requirements

  • 2-5 years experience in credit derivatives
  • Master's or PhD in Mathematics or related field

Work Rights

Not specified

Tailored Resume

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