full-time
Counterparty Credit Risk Quantitative Analyst (Vice President)
Jefferies
- Employer
- Jefferies
- Location
- London
- Working pattern
- on-site
About the role
The analyst will develop and manage counterparty credit risk models for fixed income products throughout the full model lifecycle. They will also design analytical tools and dashboards to enhance risk transparency and support daily risk management activities. Candidates must have 3-5 years of experience in counterparty credit risk modeling and proficiency in Python and SQL. A Master's degree in a quantitative discipline is required, with a PhD being preferred.