VP, Senior Equity Derivatives Risk Quant

Jefferies
New York
Workplace: OnsiteFull timeUSD 180,000 - 200,000 annuallyFunction: Capital Markets, Trading & QuantExperience: 7+ yearsEducation: mastersSkills: ["Leadership","Communication","Stakeholder management","Strategic thinking"]

Lead equity derivatives risk analytics for the firm’s Equity Risk Analytics team, designing and implementing volatility calibration, option pricing, VaR/capital charge, and scenario analysis. Partner with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development to ensure consistent, robust risk measures. Serve as a senior subject matter expert on equity derivative products, and build scalable pricing, volatility calibration, and risk engines using Python to support ad-hoc, real-time, and historical analysis.

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Jefferies
Jefferies
1 day ago

VP, Senior Equity Derivatives Risk Quant

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Job Summary

Lead equity derivatives risk analytics for the firm’s Equity Risk Analytics team, designing and implementing volatility calibration, option pricing, VaR/capital charge, and scenario analysis. Partner with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development to ensure consistent, robust risk measures. Serve as a senior subject matter expert on equity derivative products, and build scalable pricing, volatility calibration, and risk engines using Python to support ad-hoc, real-time, and historical analysis.
Location: New York
Workplace: Onsite
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Sr. Director level

Key Responsibilities

  • •Lead the design and implementation of robust risk analytics for equity derivatives, including volatility surface calibration, option pricing, VaR/capital charge, and scenario analysis.
  • •Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and robustness of risk measures.
  • •Provide senior subject matter expertise on equity derivative product risk exposures, model assumptions, and mitigation strategies.
  • •Architect and maintain scalable pricing, volatility calibration, and risk engines for ad-hoc, real-time, and historical analysis.
  • •Drive innovation in risk methodology development, including proxy modeling, time series construction, and sensitivity analysis for complex equity structures.

Pay and Benefits

Salary: USD 180,000 - 200,000 annually
Perks:Health InsuranceDentalVision401kLife InsuranceDisability InsuranceWellness StipendPaid LeaveParental Leave

Key Requirements

  • •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 developing and implementing risk models for both vanilla and exotic equity derivatives.
  • •Advanced Python programming skills, including building and maintaining scalable analytics infrastructure.
  • •Strong leadership, communication, and stakeholder management skills to influence across teams and senior levels.
Experience:7+ yearsEquity derivativesRisk analyticsInvestment bankingCapital markets
Education:Master's
Skills:LeadershipCommunicationStakeholder managementStrategic thinking
Certifications:CQF
Languages:US
Tech Stack:Python

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