SVP, Market Risk Quant (Bonds - Traded Credit)

Jefferies; City Of London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading financial services firm in London is seeking a seasoned leader in market risk analytics to drive the development of a bond analytics library. This pivotal role involves overseeing risk measurement, model development, and ensuring regulatory compliance. The ideal candidate will possess over 10 years of experience in quantitative risk analytics and a strong background in structured products. The position offers flexibility with a hybrid work environment and a competitive compensation package.

Benefits

Competitive compensation package

Comprehensive benefits

Work-life balance

Qualifications

• 10+ years of experience in quantitative risk analytics, financial modeling, and technology leadership.
• Demonstrated success in building and leading risk analytics/modeling teams and delivering complex projects.
• Deep knowledge of market and credit risk, structured products, and regulatory frameworks.

Responsibilities

• Lead the implementation of the bond analytics library.
• Oversee model development and production for risk measurement.
• Architect and maintain quantitative libraries for production.

Skills

Quantitative risk analytics

Financial modeling

Leadership

Communication

Mentoring

Python programming

Education

Advanced degree in a quantitative field

Tools

Cloud platforms (AWS/Azure)

Job description

Position Overview

We are seeking a proven leader in market risk analytics to drive the design, development, and implementation of our next-generation bond analytics library. This role will be pivotal in transforming our fixed income risk management capabilities, with a focus on cash and structured products.

Key Responsibilities

• Lead the end-to-end implementation of the bond analytics library, leveraging deep expertise in fixed income and structured products.
• Oversee model development, validation, and production for risk measurement (VaR, sensitivities, stress testing) and pricing.
• Architect and maintain quantitative libraries for production, ensuring scalability, efficiency, and regulatory compliance.
• Collaborate with cross-functional teams to align analytics solutions with business and regulatory objectives.
• Mentor and develop junior team members, fostering technical excellence and innovation.
• Stay abreast of industry trends, regulatory changes, and technology advancements (including cloud-based solutions).

Qualifications

• 10+ years of experience in quantitative risk analytics, financial modeling, and technology leadership.
• Demonstrated success in building and leading risk analytics/modeling teams and delivering complex projects.
• Deep knowledge of market and credit risk, structured products, and regulatory frameworks (Basel, RWA, CCR, etc.).
• Advanced proficiency in Python and quantitative/statistical modeling; experience with cloud platforms (AWS/Azure) is a plus.
• Exceptional communication, leadership, and mentoring skills.
• Advanced degree in a quantitative field (Finance, Engineering, Mathematics, etc.); CFA or equivalent preferred.

Why Join Us

• Be part of a transformative project that will shape the future of risk management at Jefferies.
• Work in a hybrid environment that values flexibility and work-life balance.
• Collaborate with a team of passionate and innovative professionals.
• Competitive compensation package and comprehensive benefits.

If you are a forward-thinking and experienced quantitative professional looking to make a significant impact, we would love to hear form you. Join us in our mission to redefine risk analytics with cutting-edge technology. Apply today!