Senior Quant Developer – AI-Powered Risk Platform Architect

Jefferies; New York (NY); On-site; USD 175,000 - 200,000; Full time

Benefits offered by this job

Medical, dental & vision

401(k)

Life, accident & disability insurance

Wellness programs

Paid time off

Parental leave

Job summary

Jefferies is seeking a seasoned Quantitative Risk Developer to join the Quant Risk Development team in New York. You will design, implement and own AI-powered risk workflows, validate outputs, and build end-to-end systems with Python across Market Risk, Credit Risk, and RegIM.

Collaboration and scalable libraries will drive regulatory submissions and analytics. The role requires strong backend Python expertise, multi-step agentic workflow design, and hands-on experience with modern DevOps tools

Qualifications

• Master’s degree in a quantitative field preferred; exceptions for exceptional experience.
• ≥5 years of Python backend development for financial applications.
• Experience designing multi-step agentic workflows and orchestration logic.
• Proven validation frameworks or testing pipelines for AI outputs.
• Hands-on with LLM-powered tooling and CLI-based AI agents.
• Ability to own full system architecture for agentic platforms.
• Strong knowledge of Market Risk and Credit Risk domains.

Responsibilities

• Design end-to-end agentic workflows for autonomous risk processes.
• Own system design of AI-powered risk platforms.
• Build validation frameworks and ML code testing pipelines.
• Develop LLM-powered developer tooling and code pipelines.
• Collaborate with Market Risk, Credit Risk, and RegIM teams.
• Develop reusable Python libraries and CI/CD integration.
• Streamline data processing and reporting for submissions.

Skills

Agentic workflows

Python

Risk domain knowledge

LLM tooling

Code validation pipelines

Education

Master's degree preferred

Bachelor's degree considered

Tools

Claude Code

Docker

Kubernetes

CI/CD

Azure/AWS

Job description

Jefferies is seeking a seasoned Quantitative Risk Developer to join the Quant Risk Development team in New York. You will design, implement and own AI-powered risk workflows, validate outputs, and build end-to-end systems with Python across Market Risk, Credit Risk, and RegIM.

Collaboration and scalable libraries will drive regulatory submissions and analytics. The role requires strong backend Python expertise, multi-step agentic workflow design, and hands-on experience with modern DevOps tools