Senior Quant Risk Developer
London Stock Exchange Group2 months 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.
About London Stock Exchange Group
London Stock Exchange Group (LSEG) provides market infrastructure, financial data, and analytics to banks, asset managers, and corporations. Its businesses span capital markets (London Stock Exchange), post-trade clearing (LCH), and information services including FTSE Russell indices and the Refinitiv data platform, funded by transaction fees, subscriptions, and licensing. Headquartered in London and publicly listed on the LSE, the group serves global customers seeking trading, clearing, benchmarks, and enterprise data solutions.