Equity Derivatives Trader — Associate / Vice President

Jefferies Financial Group•New York, NY

2d•Onsite

About The Position

We are seeking an Equity Derivatives Trader at the Associate or Vice President level with a focus on single stock equity derivatives. The ideal candidate will have 2–5 years of experience in a flow-facing trading seat, with strong exposure to pricing, market making, and risk-managing single-name options and related equity derivative products. This role is suited to a trader with a deep understanding of option Greeks, volatility, and real-time risk management, particularly as they relate to single stock exposures rather than index-based products.

Requirements

2–7 years of experience in equity derivatives trading.
Current or prior experience in a flow-facing trading seat.
Strong preference for candidates with experience focused on single stock / single-name equity derivatives, rather than primarily index products.
Extensive understanding of option Greeks and practical application in trading and risk management.
Demonstrated experience with market making, client pricing, hedging, and real-time risk management.
Strong analytical, quantitative, and decision-making skills.
Ability to perform effectively in a fast-paced trading floor environment.
Strong communication skills and ability to partner with sales and other internal stakeholders.
High attention to detail and strong understanding of trading controls and risk governance.

Nice To Haves

Experience trading listed single stock options, OTC single-name options, or related equity derivative products.
Familiarity with single-stock specific risks, including earnings, corporate actions, dividends, borrow, liquidity, and event-driven volatility.
Knowledge of volatility surfaces, skew, term structure, and single-name options market structure.
Programming or data analysis skills in Python, VBA, SQL, or similar tools.
Experience contributing to pricing models, risk tools, trading analytics, or execution workflows.

Responsibilities

Price, trade, and risk-manage equity derivative products with a focus on single stock / single-name options.
Provide liquidity and competitive pricing to institutional clients in a flow-facing trading environment.
Manage live trading risk across key option Greeks, including delta, gamma, vega, theta, and skew.
Monitor single-name volatility, earnings events, corporate actions, borrow, dividends, liquidity, and idiosyncratic stock risk.
Support market-making activity across single stock equity derivatives and related products.
Work closely with sales teams to understand client flow, respond to pricing requests, and manage client-driven risk.
Collaborate with quant, technology, operations, and control teams to enhance pricing tools, risk systems, and execution processes.
Maintain disciplined hedging, inventory management, P&L attribution, and adherence to risk limits.
Ensure all trading activity complies with internal policies, regulatory requirements, and market conduct standards.