Quantitative Risk Analyst

LSEG

Not specified; competitive salaries mentioned; ran...
Postgraduate degree in applied mathematics or finance
Strong knowledge of python, r, or matlab
Experience with var/es risk models and numerical algorithms
The Quantitative Validator will perform independent model validation for pricing, rates, and margin models while assessing their mathematical soundness

Job Summary

  • The Quantitative Validator will perform independent model validation for pricing, rates, and margin models while assessing their mathematical soundness.
  • LSEG offers a comprehensive benefits package including 25 days' holiday, annual wellness allowance, and a Share Purchase Plan.
  • This role requires collaborating with first-line developers and second-line risk teams to identify risks and create detailed validation deliverables.

Matching Summary

The Quantitative Validator will perform independent model validation for pricing, rates, and margin models while assessing their mathematical soundness.

Salary

Not specified; Competitive salaries mentioned; Range of attractive benefits provided

Skills & Requirements

Must-have

  • Postgraduate degree in Applied Mathematics or Finance
  • Strong knowledge of Python, R, or Matlab
  • Experience with VaR/ES risk models and numerical algorithms
  • Ability to perform model sensitivity tests and back testing
  • Understanding of LLM family of models and Wealth Management

Nice-to-have

  • Interest in Index methodologies and Sustainability finance
  • Collaborative soft skills to engage senior staff
  • Intellectual curiosity to independently research topics
  • Familiarity with Microsoft Office suite tools
  • Keen interest in model risk management

Key Requirements

  • MSc/PhD in Applied Mathematics, Computer Science, Finance, Statistics, Physics, or Engineering
  • Good understanding of quantitative tools and techniques
  • Proven writing skills for creating validation reports

Work Rights

Not specified

Tailored Resume

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