Equity Market Risk Analytics Quant (Convertible Bonds)

Equity Risk Quant – VP Level (Convertible Bond Focus)

We are seeking an experienced and highly skilled Equity Risk Quant to join our Equity Risk Analytics team at the VP level. This role is specifically tailored for candidates with deep expertise in convertible bonds. The successful candidate will play a key role in enhancing our risk analytics capabilities and developing robust tools to support risk management across the equity business.

Key Responsibilities

• Lead the design and implementation of risk analytics solutions with a strong focus on convertible bonds.
• Collaborate with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and accuracy of risk measures across the equity derivatives platform.
• Partner with trading desks and risk managers to understand complex product structures and deliver tailored risk analytics tools.
• Develop and maintain Python-based libraries and applications to support real-time and historical risk analysis, scenario generation, and stress testing.
• Contribute to the enhancement of risk methodologies, including proxy modeling, time series construction, and sensitivity analysis for convertible and structured equity products.

Required Qualifications

• Master’s or PhD in Quantitative Finance, Mathematics, Physics, Computer Science, or a related field.
• Minimum of 3 years of hands-on experience as a risk quant, with a strong focus on convertible bonds.
• Deep understanding of equity exotic products, hybrid instruments, and volatility modeling techniques.
• Proficient in Python, with experience building and maintaining analytical libraries and tools.
• Strong problem-solving skills, attention to detail, and ability to manage multiple priorities independently.
• Excellent communication and interpersonal skills, with a collaborative mindset.

Preferred Qualifications

• Familiarity with Leversys and Kynex platforms is a plus.
• Experience with volatility surface calibration, proxy methodology development, and time series modeling is highly desirable.
• Prior exposure to regulatory risk frameworks (e.g., SIMM, FRTB) is advantageous.

Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.

At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.

Jefferies is an equal employment opportunity employer, and takes affirmative action to ensure that all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with disabilities, as required by applicable law.