Role Title - Quant Analyst - Model Validation, Interest Rates / Securitized product -RMBS / ABS
Group Head of Model Validation
As the Group’s operations grow in footprint and complexity (including into the analytical space), and the Regulatory burden increases (e.
g. EU BMR), Group Risk has established a new Model Validation (MV) competence. Model Validation is a new and high-profile area for Group Risk.
Quantitative Risk Analyst will work on conducting the validation and independent review of Pricing and Risk models across LSEG to provide independent assurance that the covered models are fit for purpose.
Key areas of coverage are :
LSEG’s vision is to be the most trusted expert in global financial markets.This is achieved through leading the world in providing access to capital, helping customers optimise capital resources and promoting trusted and transparent environments and services for investment.
Capital Markets (broad range of international equity, bond and derivatives markets), Post Trade (post trade and risk management services), Global Technology Services (high performance trading platforms and capital markets software) and Information Services (real-
time and reference data products).
LSEG prides itself on operating a neutral, trusted, well-regulated and systemically important market infrastructure and does this within a fast paced, real-
time and highly regulated environment.The Group is accountable to its shareholders, clients, regulators and the societies in which it operates, and the Group Values and Behaviours underpin how the Group meets those accountabilities.
Budget Responsibility : NA; Direct Reports : 0 ;Indirect Report : NA
Internal : Dialogue and relationship building with Yiedlbook and other LSEG development and risk management groups
People are at the heart of what we do and drive the success of our business. Our colleagues thrive personally and professionally through our shared values of Integrity, Partnership, Innovation and Excellence are at the core of our culture.
We embrace diversity and actively seek to attract people with unique backgrounds and perspectives. We are always looking at ways to become more agile so we meet the needs of our teams and customers.
We believe that an inclusive collaborative workplace is pivotal to our success and supports the potential and growth of all colleagues at LSEG.
A career with London Stock Exchange Group offers you the opportunity to be at the centre of the financial community. As well as competitive salaries and a range of attractive benefits, we maximise each employee’s potential through personal development plans, training, coaching and mentoring.