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SVP, Equity Derivatives Risk Quant

Jefferies

New York, New York, United States Full-time July 04, 2026

Opportunity Description

We are seeking a highly experienced and strategic Senior Vice President (SVP) to join our Equity Risk Analytics team as an Equity Derivatives Risk Quant. This senior leadership 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.

Key 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 Qu...
  • Full-time Mathematical Science Occupations

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