VP, Equity Derivatives Risk Quant & Analytics Lead

Jefferies; New York (NY); On-site; USD 230,000 - 300,000; Full time

Benefits offered by this job

Discretionary incentive

Medical coverage

Dental coverage

Vision coverage

401(k)

Job summary

Jefferies in New York seeks a Vice President to lead Equity Risk Analytics as an Equity Derivatives Risk Quant, focusing on vanilla options, exotics, structured products, and volatility modeling. You will design robust risk analytics and partner with trading desks and risk managers to support the complex equity derivatives business.

The role requires a Master’s/PhD in a quantitative field, 7+ years in equity risk analytics, strong Python, and leadership to influence across senior stakeholders.

Qualifications

• Master’s or PhD in a quantitative field as listed.
• Minimum 7 years in equity risk analytics with equity derivatives specialization.
• Proven track record in vanilla and exotic equity derivatives risk models.
• Advanced Python programming and scalable analytics infra experience.
• Strong leadership and cross-team communication abilities.

Responsibilities

• Lead design and implementation of risk analytics for equity derivatives.
• Calibrate volatility surfaces and price vanilla/exotic options.
• Compute VaR and capital charges; run stress tests.
• Collaborate with Market Risk, Credit Risk, SIMM and Quant teams.
• Advise senior stakeholders on risk exposures and models.
• Architect scalable pricing and risk engines for real-time analysis.
• Drive methodological innovation in proxy modeling and time-series work.
• Ensure robustness and consistency across the equity platform.
• Mentor junior quants and influence across teams.

Skills

Equity derivatives

Python

Leadership

Stakeholder management

Education

Master’s or PhD in Quantitative Finance/Math/Physics/CS

Tools

EQF platform

Job description

Jefferies in New York seeks a Vice President to lead Equity Risk Analytics as an Equity Derivatives Risk Quant, focusing on vanilla options, exotics, structured products, and volatility modeling. You will design robust risk analytics and partner with trading desks and risk managers to support the complex equity derivatives business.

The role requires a Master’s/PhD in a quantitative field, 7+ years in equity risk analytics, strong Python, and leadership to influence across senior stakeholders.