Vice President - Quantitative Trading and Research

QR EDG Vice President

As Vice President within the Quantitative Trading and Research EDG team, you will be focusing on pricing exotic products, designing hedging strategies, optimizing portfolios, and driving product innovation. We seek candidates with a strong educational background and relevant quantitative experience, valuing team players who are business-aware, passionate, and impactful.

Job Responsibilities

• Developing mathematical models for pricing, hedging and risk measurement of derivatives securities
• Identifying major sources of risk in portfolios, explain model behavior by carrying out scenario analyses, develop and deliver quantitative tools
• Assessing the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk
• Implementing risk measurement, valuation models or algorithmic trading modules in software and systems
• Designing efficient numerical algorithms and implementing high performance computing solutions

Required qualifications, capabilities, and skills

• Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
• Good understanding of advanced mathematical topics like probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization
• Experience of code design and demonstrable programming skills in C++/Python or any other programming language
• Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
• Demonstrate good judgment – decision-making is your strong side
• Enthusiasm about knowledge sharing and collaboration
• Strong interpersonal skills required to communicate in a direct, succinct manner

Preferred qualifications, capabilities, and skills

• Knowledge of options pricing theory, equities markets, in particular equity derivative products and models, is a plus, but it’s not strict requirement
• Relevant academic research publications a plus

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

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.

Experience Level

Executive Level