Quantitative Research - Equity Derivatives Exotics - Associate or Vice President

Job Description

The Quantitative Research team at J.P. Morgan specializes in quantitative modelling, financial engineering, data analytics, statistical modelling, and portfolio management. As a global team, Quantitative Research collaborates with traders, marketers, structurers, sales, and risk managers across various products and regions. Key contributions include valuation and risk management, inventory and portfolio optimization, product innovation, electronic trading, market making, and financial risk controls. We are offering an unique growth opportunities through its diverse business support and functional responsibilities.

Job Summary

As an Associate or Vice President within the Quantitative Research, Equity Derivatives Exotics team, you will be focusing on pricing exotic products, designing hedging strategies, optimizing portfolios, and driving product innovation. You will get a chance to utilise your expertise and working on delivering top-tier models to the trading desk using classical quantitative finance, modern machine learning, and AI techniques. We seek candidates with a strong educational background and relevant quantitative experience, valuing team players who are business-aware, passionate, and impactful.

Job Responsibilities

• Design and implement advanced valuation and risk management models
• Build production grade platforms for designing and back testing hedging strategies
• Drive product and model innovation with creative problem-solving
• Collaborate with traders and the quant team to solve problems and identify opportunities
• Leverage advanced machine learning frameworks for innovative solutions
  
  

Required Qualifications, Capabilities, And Skills

• You have experience in a derivatives quant role
• You have experience in a front-office derivatives trading environment
• You have outstanding analytical and problem-solving skills
• You have excellent written and oral communication skills
• You demonstrate strong coding skills.
• You have relevant qualifications and a deep understanding of derivatives pricing theory and standard models
  
  

Preferred Qualifications, Capabilities, And Skills

• You have professional Python/C++ development experience
• You demonstrate hands-on experience with machine learning
  
  

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

About The Team

J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.