SVP, Equity Derivatives Risk Quant

Jefferies
Full-time New York, New York Mathematical Science Occupations
Posted:
June 12, 2026
Location:
New York, New York, United States

Job 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...
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    Job Overview

    Job Type: Full-time
    Location: New York, United States
    Posted: June 12, 2026
    Deadline: July 22, 2026