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 a competitive salary, flexible hybrid work, and comprehensive benefits.
- Other info: Collaborate with top professionals and mentor junior team members in a supportive environment.
- 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 bonds and credit derivatives.
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) employer: Jefferies
Jefferies is an exceptional employer that fosters a dynamic and innovative work culture, particularly for professionals in the Market Risk Quant role. With a strong emphasis on employee growth and development, 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 us to be part of a strategic initiative that not only enhances your career but also supports the thriving Fixed Income trading sector.
StudySmarter Expert Advice🤫
We think this is how you could land Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President)
✨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 to see how you can contribute to our bond analytics library!
✨Tip Number 3
Showcase your problem-solving skills! During interviews, be prepared to tackle case studies or hypothetical scenarios related to market risk and credit derivatives. This is your chance to shine and demonstrate your hands-on approach.
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, it shows your genuine interest in joining our team and contributing to our strategic initiatives in Fixed Income trading.
We think you need these skills to ace Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President)
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the Market Risk Quant role. Highlight your experience with credit products, bonds, and quantitative risk analytics. We want to see how your skills align with what we're looking for!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about fixed income trading and how your background makes you a perfect fit for our team. Keep it engaging and relevant to the role.
Showcase Your Technical Skills:Since this role requires advanced proficiency in Python and quantitative modelling, make sure to highlight any relevant projects or experiences. We love seeing hands-on examples of your work, especially in a production environment!
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. Plus, it shows us that you’re genuinely interested in joining our team at StudySmarter!
How to prepare for a job interview at Jefferies
✨Know Your Models Inside Out
Make sure you’re well-versed in the pricing models and risk measurement techniques relevant to credit products. Be prepared to discuss your experience with VaR, sensitivities, and stress testing, as well as any specific models you've developed or enhanced.
✨Showcase Your Technical Skills
Since advanced proficiency in Python is crucial for this role, be ready to demonstrate your coding skills. You might be asked to solve a problem on the spot, so brush up on your quantitative/statistical modelling techniques and be familiar with cloud platforms like AWS or Azure.
✨Understand the Business Context
Familiarise yourself with Jefferies’ strategic ambitions in bond trading and structuring. Being able to articulate how your skills can contribute to their goals will show that you’re not just technically capable but also aligned with their vision.
✨Prepare for Collaborative Questions
Expect questions about teamwork and mentoring, as collaboration is key in this role. Think of examples where you’ve worked with cross-functional teams or helped develop junior members, highlighting your leadership and communication skills.
