At a Glance
- Tasks: Develop and enhance bond analytics, pricing models, and risk measurement for credit products.
- Company: Join a leading financial firm focused on innovative trading and risk management.
- Benefits: Enjoy competitive pay, comprehensive benefits, and a flexible hybrid work environment.
- Other info: Collaborate with top professionals and mentor junior team members in a supportive culture.
- Why this job: Make a real impact in the dynamic world of fixed income trading and analytics.
- Qualifications: 8+ years in quantitative risk analytics with expertise in credit derivatives and advanced Python skills.
The predicted salary is between 80000 - 100000 € per year.
We are seeking a hands-on Market Risk Quant to support the Fixed Income business and Risk Management function, with a focus on traded credit products including bonds, CDS, and structured credit instruments such as CLNs. This role will contribute to the pricing and risk management of credit products, while participating in the design, development, and enhancement of the in-house bond analytics library. It is aligned with Jefferies’ strategic ambition to expand its bond trading and structuring activities, which are increasingly successful and profitable, and are driving continued investment in analytics capabilities and technology development.
Key Responsibilities:
- Contribute to the development and implementation of the in-house bond analytics library, including pricing models, curve construction, and credit spread modelling.
- Provide quantitative support to Fixed Income trading desks and Market Risk for traded credit products, including bonds, CDS/CDX, and CLNs.
- Develop and enhance models for pricing and risk measurement, including sensitivities (IR and credit spread), VaR, and stress testing.
- Oversee model development, validation, and production for risk measurement (VaR, sensitivities, stress testing) and pricing.
- 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).
Qualifications:
- 8+ years of experience in quantitative risk analytics, financial modeling, and technology leadership.
- Demonstrated expertise in bonds, credit derivatives (CDS/CDX), and structured credit products (CDS, CLNs).
- Advanced proficiency in Python and quantitative/statistical modeling; experience with cloud platforms (AWS/Azure) is a plus.
- Proven experience in hands-on model development and implementation in a production environment.
- Strong communication, leadership, and mentoring skills.
- Advanced degree in a quantitative field (Finance, Engineering, Mathematics, etc.).
Why Join Us:
- Be part of a strategic initiative supporting Fixed Income trading and risk management capabilities.
- Work in a hybrid environment that values flexibility and work-life balance.
- Collaborate with a team of highly skilled and innovative professionals.
- Competitive compensation package and comprehensive benefits.
If you are a hands-on quantitative professional with strong expertise in traded credit and fixed income analytics, and are looking to make a meaningful impact, we would welcome your application. Join us in enhancing our risk analytics capabilities and supporting the Fixed Income business.
Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President) in London employer: Jefferies Financial Group
Jefferies is an exceptional employer that fosters a collaborative and innovative work culture, particularly for professionals in the Market Risk Quant role. With a strong focus on employee growth and development, we offer competitive compensation and comprehensive benefits, all while supporting a hybrid work environment that promotes flexibility and work-life balance. Join us to be part of a strategic initiative that enhances our Fixed Income trading and risk management capabilities, making a meaningful impact in the financial industry.
StudySmarter Expert Advice🤫
We think this is how you could land Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President) in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and risk management sectors. Attend industry events or webinars where you can meet potential employers and showcase your expertise in credit products.
✨Tip Number 2
Prepare for interviews by brushing up on your technical skills. Be ready to discuss your experience with Python, quantitative modelling, and risk measurement techniques. We want you to shine when it comes to demonstrating your hands-on knowledge!
✨Tip Number 3
Showcase your passion for the industry! Keep up with the latest trends in fixed income trading and analytics. Mention any recent developments or technologies you've explored during interviews to show you're proactive and engaged.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are genuinely interested in joining our team and contributing to our innovative projects.
We think you need these skills to ace Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President) in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the Market Risk Quant role. Highlight your experience with bonds, credit derivatives, and any relevant quantitative skills. We want to see how your background aligns with our needs!
Showcase Your Skills:In your cover letter, don’t just list your qualifications—show us how you’ve applied them in real-world scenarios. Talk about specific projects or models you've developed that relate to pricing and risk management.
Be Clear and Concise:Keep your application clear and to the point. Use straightforward language and avoid jargon unless it’s industry-specific. We appreciate clarity, especially when discussing complex topics like VaR and stress testing.
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows you’re keen on joining our team!
How to prepare for a job interview at Jefferies Financial Group
✨Know Your Numbers
As a Market Risk Quant, you'll need to demonstrate your expertise in quantitative risk analytics. Brush up on key metrics like VaR and sensitivities, and be ready to discuss how you've applied these in past roles. Show them you can not only crunch the numbers but also interpret what they mean for risk management.
✨Showcase Your Technical Skills
Make sure you're comfortable discussing your experience with Python and any cloud platforms like AWS or Azure. Prepare examples of how you've developed and implemented models in a production environment. This is your chance to shine, so don’t hold back on sharing your technical prowess!
✨Understand the Business Context
Familiarise yourself with the Fixed Income market, especially traded credit products like bonds and CDS. Be prepared to discuss current industry trends and how they might impact risk management strategies. This shows that you’re not just a number-cruncher but someone who understands the bigger picture.
✨Be a Team Player
Collaboration is key in this role, so think about examples where you've worked with cross-functional teams. Highlight your mentoring experience and how you've helped junior team members grow. This will demonstrate your leadership skills and your commitment to fostering a positive team environment.
