Counterparty Credit Risk Quantitative Analyst (Vice President)

Jefferies
London
Workplace: OnsiteFull timeFunction: Executive & General ManagementExperience: 3-5 yearsEducation: mastersSkills: ["Analytical skills","Project management","Organizational skills","Stakeholder communication","Written communication"]

Join the Risk Analytics group to develop and manage analytics for counterparty credit risk models across fixed income products, including repos, securities lending/borrowing, mortgages, and interest rate derivatives. Own the full model lifecycle—methodology, design, implementation, validation, and ongoing performance monitoring—while building infrastructure and dashboards for risk transparency. Partner across business, risk, technology, and other teams to drive model governance, usage, benchmarking, and back-testing.

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Jefferies
Jefferies
1 day ago

Counterparty Credit Risk Quantitative Analyst (Vice President)

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Last checked: 2 hours agoStatus: Live

Job Summary

Join the Risk Analytics group to develop and manage analytics for counterparty credit risk models across fixed income products, including repos, securities lending/borrowing, mortgages, and interest rate derivatives. Own the full model lifecycle—methodology, design, implementation, validation, and ongoing performance monitoring—while building infrastructure and dashboards for risk transparency. Partner across business, risk, technology, and other teams to drive model governance, usage, benchmarking, and back-testing.
Location: London
Workplace: Onsite
Employment Type: Full time
Job Function: Executive & General Management
Seniority: Sr. Director level

Key Responsibilities

  • •Develop and implement analytics to support counterparty credit risk management.
  • •Design and build infrastructure to consolidate counterparty credit risk models across systems.
  • •Conduct quantitative research to implement model changes, enhancements, and remediations.
  • •Design and develop analytical tools and dashboards to improve risk transparency and decision-making.
  • •Build and maintain model performance monitoring, benchmarking, and back-testing frameworks.

Key Requirements

  • •3–5 years of experience in counterparty credit risk modeling.
  • •Deep understanding of pricing and risk calculations for financial products.
  • •Strong analytical skills to interpret quantitative models and translate business requirements into robust library design, code development, and IT integration.
  • •Proficiency in Python and other programming languages, with strong data-handling skills in SQL.
  • •Master’s Degree in a quantitative discipline; PhD preferred.
Experience:3-5 yearsCounterparty credit riskFixed incomeFinancial productsRisk analyticsInvestment banking
Education:Master's
Skills:Analytical skillsProject managementOrganizational skillsStakeholder communicationWritten communication
Tech Stack:PythonSQLNumerixBloombergDashboardsBack testing

Company Brief

Jefferies
Global investment banking and capital markets firm providing advisory, underwriting, trading, research, and asset management services to corporations, governments, and institutional investors.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: New York, United States
Founded: 1962
WebsiteLinkedIn