• Contribute to validation of the implementation of pricing and rates in the LSEG platforms. Develop benchmark models to use in the process.
• Contribute to all aspects of model risk control; identify model issues, design risk’s own ongoing performance assessment, replication of models and/or formulas, as required, provide high quality model validation documentation and model risk reporting
• Contribute to establishing LSEG model governance framework
• Assist risk and business management in all aspects of model risk

• Bachelor’s degree or equivalent experience in Applied Mathematics, Finance, Statistics, Physics, or similar.
• Theoretical understanding and familiarity with derivatives, rates, pricing and statistical models.
• Strong analytical and problem-solving skills, good attention to detail.
• Solid writing skills.

• Any experience in a Model Validation, Front Office Quant or Risk Quant role in rates or securitized product is a bonus.
• Good coding skills within a professional environment.

• 25 days’ holiday per year
• 1 additional day off for your Birthday
• Annual wellness allowance
• Share Purchase Plan
• Medical Health Insurance
• Medical Subscription (preventive medical services)
• Dental Coverage
• Life insurance
• Pillar 3 Private Pension
• Meal Vouchers
• Flexible Benefits
• Bookster
• Volunteering Events
• All LSEG colleagues with at least one year’s continuous service, who become parents, are now entitled to at least 26 weeks’ paid leave, and the option to return to work on a phased basis, in relation with specific company’s policy and guidelines