VP, Counterparty Credit Risk Quantitative Analyst

Jefferies
New York
Workplace: OnsiteFull timeUSD 185,000 - 200,000 annuallyFunction: Capital Markets, Trading & QuantExperience: 3-5 yearsEducation: mastersSkills: ["Communication","Stakeholder management","Problem-solving"]

Senior quantitative professional joining Risk Analytics to develop and manage analytics for counterparty credit risk models across fixed income products, from methodology and design to implementation and monitoring, partnering with risk, technology and business stakeholders to ensure effective model development and governance.

Loading

Loading job details...

Preparing the role view and application actions.

FursaFursa
Jefferies
Jefferies
5 months ago

VP, Counterparty Credit Risk Quantitative Analyst

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI
Last checked: 6 hours agoStatus: Live

Job Summary

Senior quantitative professional joining Risk Analytics to develop and manage analytics for counterparty credit risk models across fixed income products, from methodology and design to implementation and monitoring, partnering with risk, technology and business stakeholders to ensure effective model development and governance.
Location: New York
Workplace: Onsite
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
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 enhance risk transparency and decision-making.
  • •Build and maintain model performance monitoring, benchmarking, and backtesting frameworks.

Pay and Benefits

Salary: USD 185,000 - 200,000 annually

Key Requirements

  • •Master’s Degree in a quantitative discipline; PhD preferred.
  • •A minimum of 3–5 years of experience in counterparty credit risk modeling.
  • •Deep understanding of pricing and risk calculations for financial products.
  • •Strong analytical skills, with the ability to interpret complex quantitative models and translate business requirements into robust library design, code development, and integration into IT systems.
  • •Proficiency in Python and other programming languages, with strong data-handling skills in SQL.
Experience:3-5 yearsRisk managementFinanceFixed income
Education:Master's in quantitative
Skills:CommunicationStakeholder managementProblem-solving
Tech Stack:PythonSQLNumerixBloomberg

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