What are the responsibilities and job description for the Assistant VP position at Jefferies LLC?
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Assistant VP - Jefferies LLC - Jersey City, NJ
Jefferies LLC (Jersey City, NJ) seeks Assistant VP to dvlp, test, benchmark, and maintn equity rsk mathematcl / quantitatve 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 apply@jefferies.com. Ref #184.
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Salary : $147,000
