Hiring: Equity Derivatives Risk Quant Company: Jefferies Location: New York City Metropolitan Area Job Posted Time: 2026-09-16 18:42:47 Employment Type: Full-time Target Skills & Keywords : Capital Markets, Derivatives, Python, Stakeholder Management About the job Experience: •7 years of experience in equity risk analytics, with a strong specialization in . Required Skills: •Lead the design and implementation of robust risk analytics solutions for equity derivatives •Option pricing (vanilla and exotic) •Value-at-Risk (VaR) and capital charge calculation •Scenario analysis and stress testing •Partner cross-functionally 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. Qualifications: •We are seeking a highly experienced and strategic •Team as an Equity Derivatives Risk Quant •. This senior role is ideal for candidates with deep expertise across the equity derivatives spectrum—including vanilla options, exotics, structured products, and volatility modeling •. The successful candidate will lead the development of advanced risk analytics methodologies and tools, partnering closely with trading desks, risk managers, and cross-functional teams to support the firm’s dynamic and complex equity derivatives business. •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 . •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. •Operational familiarity with the EQF platform is desirable. Compensation: •$185,000 - $200,000 / year 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!