Senior Quant Risk Developer

About the role

LSEG's RepoClear SA Risk IT team, based in London and working under the direction of the Product Owner team in Paris, is looking to onboard a Senior Quant Risk Developer in Bucharest. The team maintains the Margin Liability and Investment Risk frameworks of the RepoClear business line, which is responsible for the design and maintenance of the MLM platform. The role covers designing and building risk IT systems, implementing margin algorithms and quantitative solutions, and supporting risk applications.

Key responsibilities

• Design and develop the backend engine for Risk IT and clearing
• Run the full testing cycle from theoretical model to production
• Implement Market Data and risk-related projects
• Gather business requirements and agree them between IT, app support, business and exchange teams
• Analyse and implement performance improvements to existing risk models across products
• Maintain and support existing risk libraries and risk simulators
• Provide third-line support for risk applications

Required profile

• Degree in a numerate discipline
• 7+ years of experience in software development
• Experience in risk or a quantitative role
• Experience delivering IT solutions from design to production
• Background in counterparty or market risk, including stress and Value-at-Risk (VaR) models

Required skills

• Java 21, Spring, REST
• Sound conceptual and technical knowledge of modern IT infrastructure stacks
• Independent work, problem-solving and effective written and oral communication