Market Risk Quant – Fixed Income Credit Trading & Bond Analytics (Vice President)

Job description

Position Overview: 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. Qualifications: - 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 measuremen...