Offer summary

Qualifications:

Bachelor's degree in Finance, Mathematics, Statistics, or a related field., Strong analytical skills with proficiency in statistical modeling techniques., Experience with programming languages such as Python or R for data analysis., Familiarity with financial products and risk management concepts..

Key responsibilities:

Validate and assess the performance of quantitative models used in risk management.

Collaborate with model developers to ensure compliance with regulatory standards.

Prepare detailed reports on model validation findings and recommendations.

Present validation results to stakeholders and assist in decision-making processes.

LSEG (London Stock Exchange Group) is a diversified international markets infrastructure business —earning our clients’ trust for over 300 years. That legacy of customer-focused excellence ensures that you can rely on our expertise in capital formation, intellectual property and risk and balance sheet management. As global leaders in financial indexing, benchmarking and analytic services, we offer unrivalled access to international capital markets. Our high-performance technology solutions enable companies worldwide to access funds for growth and development. And with our Data & Analytics, Capital Markets and Post Trade divisions, we provide a comprehensive, integrated suite of trusted financial market infrastructure services that help our customers pursue—and achieve—their ambitions. You can count on our open access model for unparalleled partnership, flexibility, stability, and support across all of our businesses. That’s how we make a difference— ensuring people can meet their potential—worldwide.

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