GENERAL PRESENTATION
The DCL First Line Risk is materially involved in projects regarding market risk management. More precisely, the DigitalAssetClear First Line Risk (FLR) has leadership on the market risk framework design & implementation as well as on risk monitoring, designing the models and related risk framework and on evaluation and implementation of any related changes within LCH systems for this business.
A Risk Business Analyst is required to reinforce the DCL FLR team. The person will help analyse and will cover all the impacts of these business or regulatory projects on the risk framework and its implementation.
MISSIONS
The Risk Business Analyst will report to the SA DCL Risk Change Team Manager:
Context
- Project on DigitalAssetClear, a new segregated clearing service for cash settled Futures and Option on a Bitcoin reference index;
- Transverse projects such as IT migration software or regulatory projects or transversal LCH and LSEG initiatives that have an impact on DCL FLR systems.
Overall objectives
- Assist the SA DCL Risk Change Team Manager on cross functional subjects and become his/her back-up as well as other team back-ups if needed;
- Anticipate and inform the management of any problem or risk regarding the projects in progress and especially when it could lead to a possible impact on the risk framework, risk monitoring, default management , operational control or general project planning;
- Gather information and understand the functional requirements on risk aspects (at least markets risks and operational risks) on DigitalAssetClear;
- Make sure that all these requirements are suitable and in line with LCH systems -already existing or to come in short term;
- Involvement in analysis and designs of solutions and write the requirements/user stories;
- Participate and be pro-active during working group sessions and project meetings;
- Identify any impacts all along the project life;
- Validate and/or get involve in the validation process of detailed functional specifications/user stories -depending on projects - and impacts of these projects on the service;
- Make the presentation of these requirements and User stories to the Development teams.
- Write or be involved in test plans and test cases conception as well as potentially execute them if necessary - depending on projects and impacts of these projects on the service;
- Be involved in the launch strategy conception if required;
- Build Python based script/notebooks/dashboards covering areas such as all testing of the changes impacting the risk management.
- Make sure that all scripts / reports / notebooks / dashboard are robust, reliable and can run locally and on the cloud based infrastructure;
- Adhere and contribute to ongoing efforts to the library maintenance, including code clarity, code documentation in collaboration with the Quants, IT Quant and BA risk team;
- Train other resources across FLR team (Quant / Change / Prod as the case may be).
KEY SKILLS
- Lead himself/herself to take the initiative on his/her area of responsibility.
- Finance background & Market risk knowledge is a plus
- Ability to understand algorithms of risk calculation (financial mathematics fundamentals are highly recommended);
- Theoretical knowledge of derivatives products is also recommended (general principles of option pricing models, Delta, Gamma, Vega, sensitivity fundamentals…);
- Experience in projects including VAR methodology.
- Python expertise, including shared development & code versioning (GitLab) knowledge is mandatory.
- Knowledge of Jupyter Notebooks and AWS/Snowflake is a plus.
- Ability to communicate fluently in French and English verbally and in writing.
- Experience in projects, either in testing or as Business Analyst in the financial industry;
- Professional and responsible behaviour (attendance, rigor, constancy) with strong organizational skills, in order to quickly become independent and assist the team manager;
- Ability to find solutions and anticipate any problems.
LSEG is a leading global financial markets infrastructure and data provider. Our purpose is driving financial stability, empowering economies and enabling customers to create sustainable growth.
Our purpose is the foundation on which our culture is built. Our values of Integrity, Partnership, Excellence and Change underpin our purpose and set the standard for everything we do, every day. They go to the heart of who we are and guide our decision making and everyday actions.
Working with us means that you will be part of a dynamic organisation of 25,000 people across 65 countries. However, we will value your individuality and enable you to bring your true self to work so you can help enrich our diverse workforce. You will be part of a collaborative and creative culture where we encourage new ideas and are committed to sustainability across our global business. You will experience the critical role we have in helping to re-engineer the financial ecosystem to support and drive sustainable economic growth. Together, we are aiming to achieve this growth by accelerating the just transition to net zero, enabling growth of the green economy and creating inclusive economic opportunity.
LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days and wellbeing initiatives.
We are proud to be an equal opportunities employer. This means that we do not discriminate on the basis of anyone’s race, religion, colour, national origin, gender, sexual orientation, gender identity, gender expression, age, marital status, veteran status, pregnancy or disability, or any other basis protected under applicable law. Conforming with applicable law, we can reasonably accommodate applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs.
Please take a moment to read this
privacy notice
carefully, as it describes what personal information London Stock Exchange Group (LSEG) (we) may hold about you, what it’s used for, and how it’s obtained, your rights and how to contact us as a data subject
.
If you are submitting as a Recruitment Agency Partner, it is essential and your responsibility to ensure that candidates applying to LSEG are aware of this privacy notice.
Signaler l'offre
