Quantitative Strategist – Credit Derivatives & Risk

Company: LSEG
Apply for the Quantitative Strategist – Credit Derivatives & Risk
Location: London
Job Description:

LSEG in London is looking for a Quantitative Strategist/Analyst for its CDSClear First Line Risk Quant Team. The ideal candidate will possess 2-5 years of experience in a credit derivatives quant team and have in-depth knowledge of various CDS products. Responsibilities include defining and testing model changes, maintaining risk documentation, and supporting stakeholders. A Master’s or PhD in a relevant field is required, along with strong skills in C++ and communication. This senior associate role offers a chance to shape risk governance strategies.#J-18808-Ljbffr…

Posted: May 19th, 2026