Description
As a Senior Quant Risk Developer at LCH, part of the London Stock Exchange Group (LSEG), you will play a crucial role in designing and building risk IT systems, automating continuous development and integration of first-line risk IT frameworks, and implementing software applications for first-line risk IT systems.
The RepoClear SA Risk IT team, based in London, works closely with the Product Owner team in Paris and centralised architecture teams to develop innovative clearing solutions. You will be responsible for:
- Designing and developing the backend engine for Risk IT and clearing
- Implementing market data and risk-related projects
- Gathering business requirements and agreeing on them between IT, App Support teams, and business teams
- Analysing and implementing performance improvements to existing risk models
- Maintaining and supporting existing risk libraries and risk simulators
- Providing third-line support for Risk Applications
To succeed in this role, you will need:
- A background in counterparty or market risk, with a strong grasp of risk calculation methodologies
- Proven experience in implementing and maintaining stress and Value-at-Risk (VaR) models
- A degree in a numerate discipline
- 7+ years of experience in software development, with strong programming skills in Java 21, Spring, and REST
- Excellent problem-solving skills, effective communication skills, and the ability to work independently and as part of a team