Equity Derivatives Risk Quant, Associate
Jefferies
New York
Workplace: OnsiteFull timeUSD 100,000 - 140,000 annuallyFunction: Capital Markets, Trading & Quant0Education: mastersSkills: ["Analytical skills","Problem-solving","Attention to detail","Communication","Proactive","Ability to learn"]Develop and enhance risk analytics methodologies and tools for the firm’s equity derivatives business. Support volatility surface calibration, vanilla option pricing, VaR calculations, scenario analysis, and stress testing, while analyzing model outputs, exposures, and market data to drive accurate risk measures. Collaborate daily with Market Risk, Credit Risk, SIMM, Quantitative Risk Development, and technology teams, and help investigate production issues and improve analytics infrastructure through documentation and governance.
