At a Glance
- Tasks: Develop and enhance bond analytics for credit products, including pricing models and risk measurement.
- Company: Join a leading financial firm focused on innovative trading and risk management.
- Benefits: Enjoy competitive pay, flexible hybrid work, and a supportive team environment.
- Other info: Mentorship opportunities and a chance to lead in a dynamic, collaborative setting.
- Why this job: Make a real impact in the world of finance with cutting-edge analytics and technology.
- Qualifications: 8+ years in quantitative risk analytics; expertise in bonds and credit derivatives required.
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).
- 8+ years of experience in quantitative risk analytics, financial modelling, and technology leadership.
- Demonstrated expertise in bonds, credit derivatives (CDS/CDX), and structured credit products (CDS, CLNs).
- Advanced proficiency in Python and quantitative/statistical modelling; 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.).
- 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
Jefferies is an exceptional employer that fosters a dynamic and innovative work culture, particularly for the Market Risk Quant role in Fixed Income Credit Trading & Bond Analytics. With a strong emphasis on employee growth, you will have the opportunity to mentor junior team members while contributing to cutting-edge analytics initiatives in a hybrid work environment that prioritises flexibility and work-life balance. Join a team of highly skilled professionals and enjoy a competitive compensation package along with comprehensive benefits as you make a meaningful impact in the financial sector.
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 any relevant cloud technologies. We want you to shine when it comes to demonstrating your hands-on experience!
✨Tip Number 3
Showcase your problem-solving skills! During interviews, be prepared to tackle case studies or technical questions related to pricing models and risk measurement. This is your chance to demonstrate how you can contribute to our in-house bond analytics library.
✨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 proactive about joining our team and enhancing our risk analytics capabilities.
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 reflects the specific skills and experiences that align with the Market Risk Quant role. Highlight your expertise in bonds, credit derivatives, and any relevant quantitative modelling experience to catch our eye!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about fixed income analytics and how your background makes you a perfect fit for our team. Don’t forget to mention any hands-on experience you have with model development.
Showcase Your Technical Skills:Since we’re looking for someone with advanced proficiency in Python and quantitative/statistical modelling, make sure to include specific examples of projects or models you've worked on. This will help us see your technical prowess in action!
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way to ensure your application gets into the right hands and shows us you’re serious about joining our innovative team at StudySmarter!
How to prepare for a job interview at Jefferies
✨Know Your Numbers
Make sure you brush up on your quantitative skills and be ready to discuss specific models you've developed or worked with. Be prepared to explain how you approach pricing and risk measurement for credit products like bonds and CDS.
✨Showcase Your Technical Skills
Since advanced proficiency in Python is crucial, have examples ready that demonstrate your coding abilities. You might even want to prepare a small coding challenge or a model you've built to showcase during the interview.
✨Understand the Business Context
Familiarise yourself with Jefferies’ strategic ambitions in bond trading and structuring. Being able to discuss how your role as a Market Risk Quant aligns with their goals will show that you're not just technically skilled but also business-savvy.
✨Be a Team Player
Highlight your experience in mentoring and collaborating with cross-functional teams. Share specific examples of how you've contributed to team success and how you can help foster innovation within the team at Jefferies.
