Equity Finance Quantitative Strategist — VP/SVP

Equity Finance Quantitative Strategist — VP/SVPJefferies LLC | New York, NY | Securities FinanceThe OpportunityJoin a high-impact, entrepreneurial quant team embedded directly within the Equity Finance trading desk. You will own the full lifecycle of quantitative models — from research and prototyping through production deployment — that directly drive P&L, optimize financial resource consumption, and give our clients a differentiated analytical edge. You will own the full quantitative model suite across equity swaps, securities lending, custom baskets, and prime brokerage — spanning liquidity management (ALM/MLO), valuation, counterparty risk, client analytics, factor-driven portfolio solutions, and hard-to-borrow pricing/locates.Unlike large-bank quant factories, this role offers direct partnership with senior traders, visibility to desk leadership, and the autonomy to shape the analytical direction of a rapidly growing business. You will work directly with clients on bespoke portfolio solutions and build systems that traders use every day to make real-time decisions.You will be part of a Global Quant team spanning New York and London, collaborating closely to ensure alignment on strategy, shared tooling, and state-of-the-art quantitative capabilities across regions.What You Will OwnQuantitative Modelling & AnalyticsDesign and implement pre-trade optimization models for funding, liquidity risk, and tenor mismatch — driving measurable P&L improvementBuild factor analytics engines, custom basket construction tools, and risk decomposition frameworks for equity swap and securities finance portfoliosDevelop forward funding rate projection models and collateral optimization algorithmsCreate P&L attribution, risk factor analysis, and scenario modelling across Equity Swaps and Securities FinanceLiquidity Modelling.Client-Facing Analytics & Custom SolutionsPartner directly with hedge fund and institutional clients to design and optimize custom basket strategies — portfolio construction, factor tilts, and rebalancing logicDevelop bespoke quantitative tools that help clients analyze their portfolio exposures, optimize execution, and manage riskServe as a technical counterpart to clients on complex structured and systematic strategies, translating their investment objectives into quantitative implementationsBuild analytics that surface client flow patterns, profitability drivers, and resource consumption (balance sheet, capital, funding) at a granular levelAI, Machine Learning & Intelligent AutomationApply machine learning techniques (gradient boosting, NLP, clustering) to identify patterns in client flow, predict funding demand, and optimize inventory positioningLeverage large language models (LLMs) and generative AI to automate research workflows, extract insights from unstructured data, and build intelligent decision-support tools for the trading deskDevelop AI-powered automation pipelines that eliminate manual processes — from data ingestion and reconciliation to report generation and anomaly detectionBuild and maintain agentic AI systems that augment trader workflows, including automated monitoring, alerting, and recommendation enginesTechnology & ArchitectureArchitect scalable, production-grade Python systems on a modern, greenfield infrastructure stack — no legacy systems, no tech debt to inheritBuild on AWS-native infrastructure (S3, Redshift, Lambda, Airflow/MWAA) purpose-built for quantitative finance workloadsLeverage Claude Code as the primary development environment — AI-assisted coding end-to-end, from prototyping through production deploymentAccess custom-built global AI agents developed by the team that provide a best-in-class developer experience: automated testing, code review, deployment pipelines, and intelligent tooling that accelerates every stage of developmentBuild interactive dashboards and real-time analytics platforms used daily by the trading deskOwn the full development lifecycle: research → prototype → production → monitoringGlobal Quant Team PartnershipThis role sits within a unified Global Quant team (New York + London) that operates as one unit. You will:Collaborate with London-based quants on shared models, analytics infrastructure, and toolingContribute to and benefit from a shared quantitative library and reusable component ecosystemParticipate in cross-regional knowledge sharing — what is built once is deployed globallyLead and define technical roadmap alongside global leadershipWhat Sets You ApartRequiredAdvanced degree (MSc/PhD) in Mathematics, Physics, Computer Science, Engineering, or quantitative discipline5+ years’ experience in a quantitative role within Equity Swaps, Prime Brokerage, Securities Finance, or a quantitative hedge fundExpert Python developer — production-quality code, not just notebooksStrong foundation in statistics, optimization, and financial mathematicsClient-facing experience — comfortable presenting quantitative solutions to sophisticated institutional investorsDemonstrated ability to communicate complex quantitative concepts to traders, senior management, and non-technical stakeholdersSelf-starter mentality — thrives with autonomy and takes ownership of outcomesHighly ValuedHands-on experience with machine learning in production (scikit-learn, XGBoost, PyTorch, or equivalent)Familiarity with large language models, prompt engineering, and AI-assisted development workflows (e.g., Claude Code, Copilot)Experience building automation pipelines and intelligent systems that reduce manual overheadCloud infrastructure experience (AWS — S3, Redshift, Lambda, Airflow/MWAA)Knowledge of derivatives pricing, funding curves, or collateral management modelsExperience with real-time data systems, event-driven architectures, or streaming analyticsNew York, NY Full Time Salary Range of $175,000 - $300,000. About UsJefferies is a leading global, full-service investment banking and capital markets firm that provides advisory, sales and trading, research, and wealth and asset management services. With more than 40 offices around the world, we offer insights and expertise to investors, companies, and governments. At Jefferies, we believe that diversity fosters creativity, innovation and thought leadership through the infusion of new ideas and perspectives. We have made a commitment to building a culture that provides opportunities for all employees regardless of our differences and supports a workforce that is reflective of the communities where we work and live. As a result, we are able to pool our collective insights and intelligence to provide fresh and innovative thinking for our clients. Jefferies is an equal employment opportunity employer, and takes affirmative action to ensure that all qualified applicants will receive consideration for employment without regard to race, creed, color, national origin, ancestry, religion, gender, pregnancy, age, physical or mental disability, marital status, sexual orientation, gender identity or expression, veteran or military status, genetic information, reproductive health decisions, or any other factor protected by applicable law. We are committed to hiring the most qualified applicants and complying with all federal, state, and local equal employment opportunity laws. As part of this commitment, Jefferies will extend reasonable accommodations to individuals with disabilities, as required by applicable law.