Quantitative Risk Manager

Job description

Part of the London Stock Exchange Group (LSEG), LCH is a leading clearing house, serving major international exchanges and platforms, as well as a range of OTC markets. In particular, LCH is a leading CCP in Equity and Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts (refinancing/repo transactions) and Equities trading venues (Exchanges and MTFs). LCH works closely with market participants to identify and develop innovative clearing solutions. The role sits within the RepoClear, EquityClear and Collateral and Liquidity (CALM) In-Business Risk Team. This is a first line risk role within the business risk team. The Business Quant Risk team is accountable for: Ownership of the Margin models for all three businesses Risk Governance Presentation through both internal and external risk governance Regulatory liaison covering all model change Implementing margin algorithms (Pricing models, risk models and parameter calibration) Implementing software applications for Risk IT systems Designing and Building Risk IT systems consistent with EMIR regulation and LCH internal policies Writing Business requirement for IT teams Developing and imp...