Quant Risk Analyst
The Quantitative Risk Analyst will work on conducting the validation and independent review of Pricing and Risk models across LSEG to provide independent assurance that the covered models are fit for purpose.Responsibilities
Validate Yieldbook and exchange models to detect and quantify risk
Design independent testing functionality for prepayment and loss projections and risk sensitivities derived by Yieldbook
Develop benchmark models
Contribute to all aspects of model risk control; identify model issues, design risk's own ongoing performance assessment, provide high quality model validation documentation and model risk reporting
Contribute to establishing LSEG model governance framework
Assist risk and business management in all aspects of model risk
Bachelor's degree in Applied Mathematics, Finance, Statistics, Physics, Engineering or similar
Any experience in a Model Validation, Front Office Quant or Risk Quant role in rates or securitized product is a bonus
Understanding of prepayment and loan loss forecasting modelling
Working experience with Yield Book models (preferred)
Good coding skills within a professional environment
Theoretical understanding and familiarity with derivative pricing and statistical models
Strong analytical and problem-solving skills, good attention to detail.
Solid writing skills.
At LSEG, we believe that creating a diverse and inclusive organisation is fundamental to the way we deliver on our promise of creating essential partnerships and open opportunities. Our open culture is central to how we deliver our purpose - driving financial stability, empowering economies and enabling customers to create sustainable growth - in everything we do.
Working with us means that you will be part of a dynamic organisation of 25,000 people across 70 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.
LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.
We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone's race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.
Please take a moment to read this privacy notice carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it's used for, and how it's obtained, your rights and how to contact us as a data subject.
If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.