Assistant VP

Untitled Assistant VP - Jefferies LLC - Jersey City, NJ Jefferies LLC (Jersey City, NJ) seeks Assistant VP to dvlp, test, benchmark, and maintn equity rsk mathematclquantitatve modls that are used to measure rsks (Value-at-rsk figures) from mrkt movemnt, of company's tradng & holdngs (of stock, stock futures, & stock optns). Reqs MS (US or forgn equiv) in Finc'l Engg, Mathematics, Statistics, Physcs, CompSci, or a rltd field +3yrs of exp in the job offrd or in a rltd role. All of reqd exp must have incl'd exp w utlzng fundamntl theory & princples of mathematcl finance incl Fundmntl Theorem of Asset Pricng, Ito calculus, stochastic diffrntl equatns & app, Black-Scholes Modl, Martingale pricng, & changng numeraire tchnque; utlzng equity pricng modls (vanilla & exotic); utlzng equity volatility modls (local volatility modls & stochastic volatility modls); prfrmng time series anlys; dsgnng new time series statstcl tests; undrstndng VaR models & VaR calculatn methods; undestndng histrcl VaR method & its implmntatn; carryng out firm level VaR abnormality invstgatn in a timely manner & comng up w remediatns; wrkng w SQL & Pythn; wrkng w large data sets, implmntng statstcl tests, & prfrmng data anlys on test results; utlzng high-quality typesettng systm such as LaTeX or LyX; & utlzng 3rd party data & rsk vendor systms such as Bloomberg, Numerix, or EQF. Role entails hybrd wrk, w time split btwn wrkng in our Jersey City, NJ offce & flexblty to wrk remotely from anothr US locatn. Salary: $147,000. E-mail res to . Ref #184. recblid r0ngw1hjng3bt355rhixr0pg4fx1kl

Created: 2025-01-12