Counterparty Credit Risk Quantitative Analyst (Vice President)

CompanyJefferies, the global investment banking firm, has served companies and investors for almost 60 years. Headquartered in New York with its European head office in London, the firm provides clients with capital markets and financial advisory services, institutional brokerage and securities research, and asset management. Jefferies provides research and execution services in equity, fixed income, foreign exchange, and a full range of investment banking services including underwriting, merger & acquisition, restructuring and recapitalisation and other advisory services, with businesses operating in the Americas, Europe and Asia. Job DescriptionWe are seeking a highly skilled quantitative professional to join the Risk Analytics group to develop and manage analytics for counterparty credit risk models focused on fixed income products, including repos, security lend/borrow, mortgages, and interest rate derivatives. The candidate will contribute to model development across the full model lifecycle, from methodology and design to implementation, validation, and ongoing performance monitoring. The successful candidate will also provide quantitative risk analysis to support day-to-day counterparty credit risk management. ResponsibilitiesDevelop and implement analytics to support counterparty credit risk managementDesign and Build infrastructure to consolidate counterparty credit risk models across systemsConduct quantitative research to implement model changes, enhancements, and remediationsDesign and develop analytical tools and dashboards to enhance risk transparency and decision-makingBuild and maintain model performance monitoring, benchmarking, and back testing frameworksAssess methodologies and processes to identify potential weaknesses and evaluate risk materialityPartner with stakeholders across business, risk, technology, and other functional teams to ensure effective model development, governance, and usage QualificationsA minimum of 3–5 years of experience in counterparty credit risk modelingDeep understanding of pricing and risk calculations for financial productsStrong analytical skills, with the ability to interpret complex quantitative models and translate business requirements into robust library design, code development, and integration into IT systemsProficiency in Python and other programming languages, with strong data-handling skills in SQLStrong project management, organizational, and stakeholder communication skills.Excellent written communication skills, with the ability to produce clear, precise, and compliant model documentation.Familiarity with Numerix and/or Bloomberg platforms is preferredMaster’s Degree in a quantitative discipline; PhD preferred#LI-JD1Jefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments.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 of our differences and supports 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 employer, and takes affirmative action to ensure that all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with disabilities, as required by applicable law.Full timePosting Date: 2026-09-11