Hiring: Equity Derivatives Risk Quant, Associate Company: Jefferies Location: New York, NY Job Posted Time: 2026-09-10 11:42:52 Employment Type: Full-time Target Skills & Keywords : Capital Markets, Derivatives, Python, Risk Management About the job Experience: •3 years of relevant experience in quantitative finance, risk analytics, derivatives modeling, or a related area. Required Skills: •We are seeking a motivated and detail-oriented •Team. This role is well suited for candidates with a strong quantitative background, solid programming skills, and early-career experience or demonstrated academic exposure in equity derivatives risk analytics •, including VaR, volatility calibration, option pricing, scenario analysis, and stress testing •The successful candidate will support the development, enhancement, and maintenance of risk analytics methodologies and tools for the firm’s equity derivatives business. The role will involve close collaboration with trading desks, risk managers, model development teams, and technology partners. •Vanilla option pricing and risk analytics •Scenario analysis and stress testing •Assist in developing and maintaining tools for pricing, volatility calibration, and risk reporting across equity derivatives products. Qualifications: •Master’s or PhD in Quantitative Finance, Mathematics, Statistics, Physics, Engineering, Computer Science, or a related quantitative field. •0–3 years of relevant experience in quantitative finance, risk analytics, derivatives modeling, or a related area. •Academic, internship, or professional experience with equity derivatives, risk analytics, or related quantitative methods. •Stress testing and scenario analysis •Market data and time series analysis •Strong programming skills, preferably in Python, with the ability to write clean, efficient, and well-documented code. •Strong analytical and problem-solving skills, with a high level of attention to detail. •Hard-working, diligent, and proactive, with a willingness to learn complex products, models, and systems. •Good communication skills and ability to work effectively with quantitative, risk, trading, and technology teams. •Prior internship or full-time experience in equity risk analytics, equity derivatives, market risk, quantitative research, or model development. Compensation: •$100,000 - $140,000 / year •Competitive benefits and rewards package Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!