CDSClear Quantitative Strategist
LSEG(1 month ago)
About this role
A Senior Associate quantitative strategist/analyst based in London within LSEG's CDSClear First Line Risk Quant team. The role focuses on quantitative risk modelling and governance for credit derivatives, contributing subject-matter expertise to support CDSClear's risk models and stakeholders.
Required Skills
- Credit Derivatives
- C++
- Python
- R
- Quant Modeling
- Model Validation
- Risk Analytics
- Stakeholder Management
- Documentation
- Governance
Qualifications
- Master's Degree in Mathematics, Statistics or Physics
- PhD in Mathematics, Statistics or Physics
About LSEG
lseg.comLSEG is your trusted global financial markets infrastructure and data provider. Discover how we deliver value for our customers.
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