Senior Quant Risk Developer

Part of the London Stock Exchange Group (LSEG), LCH is a leading clearing house, serving major international exchanges and platforms, as well as a range of OTC markets. In particular, LCH is a leading CCP in Repurchase agreement (Repo) businesses, providing clearing services for most European Government debts (refinancing/repo transactions).). LCH works closely with market participants to identify and develop innovative clearing solutions. A sound and efficient margin algorithm is essential in …