Senior Quant Risk Developer
London Stock Exchange Group2 hours ago
Bucharest, RomaniaSenior
Responsibilities
- Design and develop backend engines for risk IT and clearing systems.
- Implement margin algorithms, pricing models, risk models, and parameter calibration in line with EMIR regulations and LCH policies.
- Deliver market data and risk-related projects from design through production.
- Conduct full-cycle testing from theoretical models through user acceptance testing and production.
- Analyze and implement performance improvements to risk models across multiple products.
- Maintain existing risk libraries and risk simulators.
- Gather and align business requirements across IT, application support, business, and exchange teams.
- Provide third-line support for risk applications.
- Develop quantitative solutions and prototypes for first-line risk IT systems.
Requirements
- Degree in a numerate discipline.
- At least 7 years of software development experience.
- Strong programming skills in Java 21 and Spring.
- Experience in counterparty risk, market risk, or a quantitative role.
- Proven experience implementing and maintaining stress and Value-at-Risk models.
- Experience delivering IT solutions from design through production.
- Sound conceptual and technical knowledge of modern IT infrastructure.
- Strong problem-solving, written and oral communication, independent working, and team collaboration skills.
Benefits
- Healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.
- Collaborative and creative culture with opportunities to contribute ideas.
- Equal-opportunity employer with reasonable accommodation for religious practices, mental health needs, and disabilities.