Cdsclear Quantitative Strategist

Land Securities Group

London, United Kingdom
Credit derivatives knowledge
C++ coding experience
Quantitative strategist/analyst
Implementation of risk model analytics changes required to support business development, suggesting model improvements and documenting methodology for risk governance

Job Summary

  • Implementation of risk model analytics changes required to support business development, suggesting model improvements and documenting methodology for risk governance.
  • Maintain the analytics tools and libraries required to produce the regular model risk monitoring reports and margin calculation.
  • Partnering with Second Line Risk, CDSClear IT Dev, CDSClear IT Test and CDSClear Risk Change to ensure a smooth transition to production deliveries.

Matching Summary

Implementation of risk model analytics changes required to support business development, suggesting model improvements and documenting methodology for risk governance.

Skills & Requirements

Must-have

  • Credit derivatives knowledge
  • C++ coding experience
  • Quantitative strategist/analyst

Nice-to-have

  • Python or R experience
  • Client and regulator support

Key Requirements

  • 2-5 years experience
  • Master's or PhD level education
  • Credit derivatives expertise

Work Rights

Not specified

Tailored Resume

Cover Letter