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- Tasks: Lead the development of next-gen bond analytics and risk management solutions.
- Company: Join Jefferies, a leader in financial services with a focus on innovation.
- Benefits: Enjoy competitive pay, flexible work options, and comprehensive benefits.
- Why this job: Make a real impact in transforming risk management with cutting-edge technology.
- Qualifications: Proven experience in quantitative risk analytics and strong leadership skills.
- Other info: Collaborate with passionate professionals in a dynamic, hybrid work environment.
The predicted salary is between 72000 - 108000 £ per year.
We are seeking a proven leader in market risk analytics to drive the design, development, and implementation of our next-generation bond analytics library. This role will be pivotal in transforming our fixed income risk management capabilities, with a focus on cash and structured products.
Key Responsibilities:
- Lead the end-to-end implementation of the bond analytics library, leveraging deep expertise in fixed income and structured products.
- Oversee model development, validation, and production for risk measurement (VaR, sensitivities, stress testing) and pricing.
- Architect and maintain quantitative libraries for production, ensuring scalability, efficiency, and regulatory compliance.
- 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:
- + years of experience in quantitative risk analytics, financial modeling, and technology leadership.
- Demonstrated success in building and leading risk analytics/modeling teams and delivering complex projects.
- Deep knowledge of market and credit risk, structured products, and regulatory frameworks (Basel, RWA, CCR, etc.).
- Advanced proficiency in Python and quantitative/statistical modeling; experience with cloud platforms (AWS/Azure) is a plus.
- Exceptional communication, leadership, and mentoring skills.
- Advanced degree in a quantitative field (Finance, Engineering, Mathematics, etc.); CFA or equivalent preferred.
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 from you. Join us in our mission to redefine risk analytics with cutting-edge technology. Apply today!
SVP, Market Risk Quant (Bonds - Traded Credit) in London employer: Jefferies
Contact Detail:
Jefferies Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land SVP, Market Risk Quant (Bonds - Traded Credit) 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 market risk analytics.
✨Tip Number 2
Prepare for interviews by brushing up on your technical skills. Be ready to discuss your experience with quantitative modelling and risk measurement techniques like VaR and stress testing. Show them you know your stuff!
✨Tip Number 3
Don’t just apply anywhere; focus on companies that align with your values and career goals. Use our website to find roles that excite you, and tailor your approach to each company’s culture and mission.
✨Tip Number 4
Follow up after interviews! A quick thank-you email can go a long way. It shows your enthusiasm for the role and keeps you fresh in their minds as they make their decision.
We think you need these skills to ace SVP, Market Risk Quant (Bonds - Traded Credit) in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV reflects the specific skills and experiences that align with the SVP, Market Risk Quant role. Highlight your expertise in fixed income, structured products, and any relevant projects you've led.
Craft a Compelling Cover Letter: Use your cover letter to tell us why you're the perfect fit for this position. Share your passion for market risk analytics and how your leadership experience can drive our bond analytics library forward.
Showcase Your Technical Skills: Don’t forget to mention your proficiency in Python and any experience with cloud platforms like AWS or Azure. We want to see how you can leverage technology to enhance our risk management capabilities.
Apply Through Our Website: For the best chance of success, make sure to apply directly through our website. This way, we can easily track your application and get back to you quicker!
How to prepare for a job interview at Jefferies
✨Know Your Numbers
Make sure you brush up on your quantitative skills, especially around risk measurement metrics like VaR and stress testing. Be ready to discuss how you've applied these in past roles, as this will show your deep expertise in market risk analytics.
✨Showcase Your Leadership
Since this role involves mentoring and leading teams, prepare examples of how you've successfully built and led risk analytics teams. Highlight any projects where you drove innovation or improved processes, as this will demonstrate your leadership capabilities.
✨Stay Current with Trends
Familiarise yourself with the latest industry trends and regulatory changes, especially those related to fixed income and structured products. Being able to discuss these topics will show that you're proactive and knowledgeable about the field.
✨Technical Proficiency is Key
Be prepared to discuss your experience with Python and any cloud platforms like AWS or Azure. If you have specific projects where you used these technologies, share them! This will highlight your technical skills and how they align with the company's needs.
