Jefferies ยท 1 month ago
Equity Derivatives Quant VP/SVP
520 Madison Avenue, New York, NY, 10022, US
Full-time
Onsite
Mid Level
$175K/yr - $300K/yr
4+ years expJefferies is seeking a highly skilled quantitative professional at the VP/SVP level to join their Equity Derivatives Quant team. This role focuses on model development and quantitative aspects of the equity derivatives model library, particularly for Exotics/Structured Products and Corporate Derivatives.
BankingFinancial ServicesWealth Management
Responsibilities
Communicate and collaborate with trading desk and quant colleagues to design innovative and effective equity derivatives solutions
Develop, implement, and maintain pricing models especially for equity exotic derivatives, structured products, and corporate derivatives solutions
Deliver quantitative solutions to trading desk via development/improvement of the equity derivative quant frameworks like MC/PDE engines, (vega) hedging and PNL attribution and PNL explanatory analytics, volatility surfaces and fitting, etc
Partner with technology teams to integrate new models and analytics into production systems
When needed, provide quantitative support for pricing, scenario analysis, and risk assessment of bespoke transactions
Stay current on market trends in quantitative techniques, research on exotic/structured equity derivatives, volatility modeling and relevant regulatory developments
Qualification
Required
Advanced degree (Master's or PhD) in Mathematics/Applied Maths, Physics, Engineering, Financial Engineering, or related quantitative discipline
Minimum 4 years in relevant roles (ideally a comparable Front Office role) within equity derivatives quant area
Strong foundations in stochastic calculus, risk-neutral pricing and Greeks
Knowledge of numerical solvers like Monte Carlo simulation (ideally including American Monte-Carlo) and PDE methods, ability to work with optimizers
Knowledge of volatility models like local volatility, stochastic volatility, stochastic rates models as used in equity derivatives
Proficiency in a relevant programming language such as C# or C++ (Python is a plus)
Understanding of PnL attribution methods and PNL explanatory methods, curve and volatility scenarios
Good understanding of volatility surface representations and fitting
Preferred
Background and product knowledge in exotic equity derivatives, structured products and corporate derivatives is a plus
Experience with working in and delivering solutions via a multi-developer derivatives model library
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