VP Equity Risk Quant: Convertible Bonds Specialist

Jefferies; City Of London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading financial institution in London seeks an experienced Equity Risk Quant to enhance risk analytics capabilities with a focus on convertible bonds. The successful candidate will collaborate with various risk teams, develop Python-based tools, and contribute to risk methodologies. Candidates should possess a Master’s or PhD in a relevant field and at least 3 years of experience as a risk quant.

Qualifications

• Minimum of 3 years of hands-on experience as a risk quant with a focus on convertible bonds.
• Deep understanding of equity exotic products and volatility modeling techniques.
• Experience building and maintaining analytical libraries and tools in Python.

Responsibilities

• Lead the design and implementation of risk analytics solutions for convertible bonds.
• Collaborate with risk teams to ensure accuracy of risk measures.
• Develop Python-based libraries for real-time risk analysis.

Skills

Risk quant expertise

Python programming

Problem-solving skills

Attention to detail

Communication skills

Education

Master’s or PhD in Quantitative Finance, Mathematics, Physics, or related field

Tools

Leversys

Kynex

Job description

A leading financial institution in London seeks an experienced Equity Risk Quant to enhance risk analytics capabilities with a focus on convertible bonds. The successful candidate will collaborate with various risk teams, develop Python-based tools, and contribute to risk methodologies. Candidates should possess a Master’s or PhD in a relevant field and at least 3 years of experience as a risk quant.