Jefferies · 2 months ago
SVP, Equity Derivatives Risk Quant
520 Madison Avenue, New York, NY, 10022, US
Full-time
Onsite
Director/Executive
$200K/yr - $250K/yr
7+ years expJefferies is seeking a highly experienced and strategic Senior Vice President (SVP) to join their Equity Risk Analytics team as an Equity Derivatives Risk Quant. This senior leadership role involves leading the development of advanced risk analytics methodologies and tools to support the firm's equity derivatives business.
BankingFinancial ServicesWealth Management
Responsibilities
Lead the design and implementation of robust risk analytics solutions for equity derivatives, including: + Volatility surface calibration + Option pricing (vanilla and exotic) + Value-at-Risk (VaR) and capital charge calculation + Scenario analysis and stress testing
Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and robustness of risk measures across the equity platform
Act as a senior subject matter expert on equity derivative products, advising senior stakeholders on risk exposures, model assumptions, and mitigation strategies
Architect and maintain scalable pricing, volatility calibration, and risk engines to support ad-hoc, real-time, and historical risk analysis
Drive innovation in risk methodology development, including proxy modeling, time series construction, and sensitivity analysis for complex equity structures
Qualification
Required
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 in developing and implementing risk models for both vanilla and exotic equity derivatives
Advanced Python programming skills, with experience building and maintaining scalable analytics infrastructure
Strong leadership, communication, and stakeholder management skills, with the ability to influence across teams and senior levels
Preferred
Familiarity with the EQF platform is desirable
Experience with capital charge calculation and prior engagement with regulatory bodies is a plus
Expertise in volatility surface modeling, exotic option calibration, and regulatory frameworks such as SIMM and FRTB
Company
Jefferies
Jefferies provides research and execution services in equity, fixed income, and foreign exchange markets.
5001-10000 employees
H1B Sponsorship
Jefferies has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (147)
2024 (122)
2023 (83)
2022 (183)
2021 (169)
2020 (60)
Funding
Current Stage
Late StageTotal Funding
unknown2012-11-12Acquired
Leadership Team
Shekhar Asnani
Vice President Investment Banking
Cameron Lester
Managing Director, Global Co-head of Tech Investment Banking
Recent News
2026-01-08
2026-01-07
2026-01-05
Company data provided by crunchbase