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 solutionsRequired 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 modelsPreferred qualifications, capabilities, and skills:
You have professional Python/C++ development experience You demonstrate hands-on experience with machine learning