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About the Role
This senior role on the Equity Risk Analytics team is ideal for candidates with deep expertise across the equity derivatives spectrum, including vanilla options, exotics, structured products, and volatility modeling. The successful candidate will lead the development of advanced risk analytics methodologies and tools, partnering closely with trading desks, risk managers, and cross-functional teams to support the firm’s dynamic and complex equity derivatives business.
Responsibilities
- Lead the design and implementation of robust risk analytics solutions for equity derivatives, including volatility surface calibration, option pricing (vanilla and exotic), Value-at-Risk (VaR) and capital charge calculation, and scenario analysis and stress testing.
- Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and robustness of risk measures across the equity platform.
- Act as a senior subject matter expert on equity derivative products, advising senior stakeholders on risk exposures, model assumptions, and mitigation strategies.
- Architect and maintain scalable pricing, volatility calibration, and risk engines to support ad-hoc, real-time, and historical risk analysis.
- Drive innovation in risk methodology development, including proxy modeling, time series construction, and sensitivity analysis for complex equity structures.
Requirements
- Master’s or PhD in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field.
- Minimum of 7 years of experience in equity risk analytics, with a strong specialization in equity derivatives.
- Proven track record in developing and implementing risk models for both vanilla and exotic equity derivatives.
- Advanced Python programming skills, with experience building and maintaining scalable analytics infrastructure.
- Strong leadership, communication, and stakeholder management skills, with the ability to influence across teams and senior levels.
Skills
- Equity derivatives
- Vanilla options
- Exotics
- Structured products
- Volatility modeling
- Risk analytics
- Python programming
- Volatility surface calibration
- Option pricing
- Value-at-Risk (VaR)
- Capital charge calculation
- Scenario analysis
- Stress testing
- SIMM
- Proxy modeling
- Time series construction
- Sensitivity analysis
- EQF platform
- FRTB
Location
- Primary Location
Work Type
- Full Time
Experience Level
- Vice President (VP)
- Senior
Education Level
- Master’s or PhD in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field.
- CQF certification
Salary/Compensations
- $180,000 - $200,000
Benefits
- Annual discretionary incentive and retention bonus
- Competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
- Paid time off packages that include planned time off (e.g., vacation), unplanned time off (e.g., sick leave), and paid holidays.
- Paid parental leave for full-time employees.
About the Company
- Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services.
- With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.
- At Jefferies, we are committed to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live.
- As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.
Equal Opportunity
- Jefferies is committed to creating and sustaining a workforce that welcomes individuals from all backgrounds to apply.
- Our employment decisions are made without regard to race, creed, color, national origin, ancestry, religion, pregnancy, age, medical condition, physical or mental disability, marital status, domestic partner status, sex, sexual orientation, gender, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law.
- We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws.
- As part of this commitment, Jefferies will extend reasonable accommodation to individuals with disabilities, as required by applicable law.