Senior VP: Equity Derivatives Risk Quant Leader

Jefferies; New York (NY); Sur place; USD 180 000 - 200 000; Plein temps

Résumé du poste

Jefferies is seeking a Vice President to join the Equity Risk Analytics team as an Equity Derivatives Risk Quant. This senior role requires deep expertise across vanilla options, exotics, structured products, and volatility modeling to lead analytics development in our dynamic equity derivatives business.

You will collaborate with trading desks and risk managers, architect scalable pricing and risk engines, and advise on risk exposures, assumptions, and mitigations to inform senior stakeholders.

Qualifications

• 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.

Responsabilités

• Lead design and implementation of risk analytics solutions for equity derivatives, including volatility surface calibration.
• 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.

Connaissances

Python programming

Leadership

Communication

Stakeholder management

Quant modeling

Formation

Master’s/PhD in Quant Finance/Math/Physics/CS

CQF certification

Outils

EQF platform

Description du poste

Jefferies is seeking a Vice President to join the Equity Risk Analytics team as an Equity Derivatives Risk Quant. This senior role requires deep expertise across vanilla options, exotics, structured products, and volatility modeling to lead analytics development in our dynamic equity derivatives business.

You will collaborate with trading desks and risk managers, architect scalable pricing and risk engines, and advise on risk exposures, assumptions, and mitigations to inform senior stakeholders.