Full time
London Stock Exchange Group
London, United Kingdom
OVERALL OBJECTIVES As a member of SwapClear Quantitative Analytics team, within the LCH, the role encompasses providing the quantitative an alysis, development and specification for all risk management requirement for new product or new services that are been introduced to LCH Rates clearing business. as well as monitoring the performance and developing improvements to existing models. This includes the development and maintenance of risk management models and tactical applications, quantitative analysis and financial modelling, new product research and development, and other quantitative tasks as required on an ad-hoc or project basis. The role will involve close liaison with the wider Rates Risk management team and Risk Change team, and other internal/external groups, on a regular basis. Finally this role requires the person to support the responsibilities of leading the SwapClear quantitative team ensuring task are completed efficiently and effectively....