Equity Derivatives Risk Quant — Associate

Jefferies; New York (NY); On-site; USD 100,000 - 140,000; Full time

Job summary

Jefferies is seeking an Equity Derivatives Risk Quant at associate level to contribute to the Equity Risk Analytics team. You will develop risk analytics for equity derivatives, including VaR, volatility calibration and scenario analysis, while collaborating with trading, risk managers and technology teams.

The role emphasizes strong quantitative background and programming skills, with 0–3 years of related experience and a proactive approach to learning complex products and systems.

Qualifications

• Master’s or PhD in quantitative field such as finance, math, stats, physics, engineering or CS.
• Strong programming skills, preferably Python.
• Excellent analytical and problem‑solving abilities.

Responsibilities

• Design, implement and maintain equity derivatives risk analytics.
• Collaborate with trading, risk, model development and tech teams.
• Analyze model outputs and market data to support risk decisions.
• Document methodologies and governance for risk analytics.

Skills

Python

Analytical thinking

Communication

Education

Master’s or PhD in Quantitative Field

Job description

Jefferies is seeking an Equity Derivatives Risk Quant at associate level to contribute to the Equity Risk Analytics team. You will develop risk analytics for equity derivatives, including VaR, volatility calibration and scenario analysis, while collaborating with trading, risk managers and technology teams.

The role emphasizes strong quantitative background and programming skills, with 0–3 years of related experience and a proactive approach to learning complex products and systems.