Job Description

We are seeking a highly experienced Senior Quantitative Analytics Lead to join our team. The successful candidate will play a pivotal role in the design, development, and implementation of a state-of-the-art risk engine. This is an exciting opportunity to work with a diverse team of experts and contribute to the transformation of our risk management capabilities across all asset classes, with a particular focus on Credit Products.

Key Responsibilities:

• Lead the development and implementation of a strategic risk engine from scratch, leveraging cutting-edge technology solutions.
• Design and oversee market risk modeling across all asset classes, with a specific emphasis on Credit Derivatives, Bonds, Munis, Loans, Mortgages, and Securitized Products.
• Collaborate with cross-functional teams to ensure the risk engine aligns with business objectives and regulatory requirements.
• Participate in all aspects of the model life cycle, including design, implementation, testing, production, validation, and performance monitoring.
• Provide analytical support and insights during model release, ensuring robust testing and validation processes.
• Develop and maintain quantitative libraries for production, ensuring accuracy, efficiency, and scalability.
• Mentor and guide junior team members, fostering a culture of continuous learning and development.
• Stay abreast of industry trends, regulatory changes, and technological advancements to ensure the risk engine meets best industry practice.

Qualifications:

• Minimum of 10 years of experience in market risk modeling across all asset classes, with a strong focus on Credit Products.
• Proven track record of leading and delivering complex quantitative projects. Capable of breaking down large projects and processes into smaller tasks, and accurately estimating their time and scope. Articulate effectively the different options considered, analyze trade-offs, justify and define priorities.
• Deep understanding of risk management principles, methodologies, and regulatory requirements.
• Proficiency in programming languages such as Python or similar, with a strong emphasis on developing quantitative libraries.
• Exceptional analytical and problem-solving skills, with a keen attention to detail.
• Excellent communication and interpersonal skills, with the ability to collaborate effectively with stakeholders at all levels.
• Advanced degree in a quantitative field such as Financial Engineering, Mathematics, Statistics, or related discipline.

Why Join Us:

• Be part of a transformative project that will shape the future of risk management at Jefferies.
• Work in a hybrid environment that values flexibility and work-life balance.
• Collaborate with a team of passionate and innovative professionals.
• Competitive compensation package and comprehensive benefits.

If you are a forward-thinking and experienced quantitative professional looking to make a significant impact, we would love to hear form you. Join us in our mission to redefine risk analytics with cutting-edge technology. Apply today!

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