VP/SVP, Market Risk Analytics - Bond Quant

Jefferies Financial Group • New York, NY

1d • $225,000 - $250,000

About The Position

We are seeking a proven leader in market risk analytics to drive the design, development, and implementation of our next-generation bond analytics library. This role will be pivotal in transforming our fixed income risk management capabilities, with a focus on cash and structured products.

Requirements

• 10+ years of experience in quantitative risk analytics, financial modeling, and technology leadership.
• Demonstrated success in building and leading risk analytics/modeling teams and delivering complex projects.
• Deep knowledge of market and credit risk, structured products, and regulatory frameworks (Basel, RWA, CCR, etc.).
• Advanced proficiency in Python and quantitative/statistical modeling; experience with cloud platforms (AWS/Azure) is a plus.
• Exceptional communication, leadership, and mentoring skills.
• Advanced degree in a quantitative field (Finance, Engineering, Mathematics, etc.); CFA or equivalent preferred.

Responsibilities

• Lead the end-to-end implementation of the bond analytics library, leveraging deep expertise in fixed income and structured products.
• Oversee model development, validation, and production for risk measurement (VaR, sensitivities, stress testing) and pricing.
• Architect and maintain quantitative libraries for production, ensuring scalability, efficiency, and regulatory compliance.
• Collaborate with cross-functional teams to align analytics solutions with business and regulatory objectives.
• Mentor and develop junior team members, fostering technical excellence and innovation.
• Stay abreast of industry trends, regulatory changes, and technology advancements (including cloud-based solutions).

What This Job Offers

• Job Type: Full-time
• Career Level: Executive
• Number of Employees: 5,001-10,000 employees