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Quantitative Analyst - Equity Derivatives

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

CompanyJefferies, the global investment banking firm, has served companies and investors for 60 years. Headquartered in New York with its European head office in London and staff in over 30 global cities, the firm provides clients with capital markets and financialadvisory services, institutional brokerage and securities research, and wealth and asset management. Jefferies provides research and execution services in equity, fixed income, foreign exchange, futures and commodities markets, and a full range of investmentbanking services including underwriting, merger and acquisition, restructuring and recapitalisation.Jefferies is seeking a VP level quantitative analyst / risk modeler with 5 - 8 years of financial industry experience to join the Quantitative Risk team. Focus of this position is on Market Risk modeling for equity derivatives products.Responsibilities

  • Acting as the SME and liaising with front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.
  • Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of the materialityof any model limitations (e.g. RNIV).
  • Documenting model implementation details, tests, and findings for model validation to review, in accordance with Firms Model Risk Management policies and framework.
Qualifications
  • Strong background in market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution.
  • Solid understanding of equity pricing models and exotic equity derivative products.
  • Strong programing skills and data handling skills in SQL and Python (ability to wrangle large data sets, implement statistical tests, and perform data analysis on test results).
  • Excellent communication and presentation skills (ability to engage in concise, effective discussions).
  • Excellent written skills (ability to produce well-structured technical model documentation).
  • Ability to work without significant direct supervision.
  • Previous experience of regulatory capital model & economic capital model is preferred.
  • Knowledge of Risk Metrics, Numerix and/or Bloomberg a plus.
At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless ofour differences and supporting a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients.Jefferies is an equal employment opportunity workplace. We practice equal opportunity for all, regardless of race, religion, ancestry, colour, gender, pregnancy, age, physical or mental disability, national origin, marital, family and social status, sexualorientation, gender identity or expression, genetic information, reproductive health decisions, trade union membership or any other factor protected by law. We are committed to hiring the most qualified applicants and complying with all federal, state, andlocal equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations or adjustments to individuals with qualified disabilities, as appropriate, under applicable law.All employees must follow Jefferies COVID-19 protocol policy, which is subject to change.Your acceptance of an offer means that you will comply with the COVID-19 protocol policy. Jefferies expects that you will work in-person in the office on a scheduleset by your manager or the firm.

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