Job Description
Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling, and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.
Job Summary
As a Vice President within Strategic Indices Quantitative Research team, you will be responsible for the implementation, deployment, independent calculation, and risk management of investable indices, also known as Quantitative Investment Strategies (QIS). You will contribute to the firm’s Strategic Indices business by working closely with Trading, Structuring, and Technology teams globally. We are an integral part of the Strategic Indices business, where we have a direct and independent role in revenue generation in close partnership with Structuring, Trading, and Technology teams. We are a team with a global footprint and we cover a broad range of asset classes, including Equities, Rates, Commodities, and FX.
Job Responsibilities
- Participate in the development of J.P. Morgan systematic trading strategies with our Structuring teams
- Develop, deploy, and maintain new and existing algorithmic trading strategies
- Expand and support the risk management platform used by traders to hedge investable indices traded with our clients
- Build foundational infrastructure to support new product offerings, enhance efficiency, and improve controls
- Provide support to Trading teams through risk analysis and investigations of production trading strategies
- Contribute to our automation ecosystem by delivering end-to-end automation and optimization of trading execution and other related investable index trading and risk management workflows
- Working closely with business partners in Asia-Pacific and New York while demonstrating proactive approach to access and learn J. P. Morgan’s highly sophisticated solutions
Required Qualifications, Capabilities, And Skills
- You hold an advanced degree (Master’s or PhD) or equivalent in a quantitative field: Mathematics, Computer Science, Physics, Engineering
- You have experience working with quantitative investment strategies and derivatives, ideally with cross-asset exposure to Equities, Commodities, and/or Rates
- You have a strong programming background with high proficiency in Python
- You have highly-focused attention to details and to the quality of deliverables
- You understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics
- You have a good understanding of the mathematics involved in the valuation of financial products and trading strategies
- You demonstrate exceptional analytical, quantitative, and problem-solving skills
- Your excellent communication skills, both verbal and written, can engage partners and stakeholders on complex and technical topics, which you can explain with exceeding clarity
Preferred Qualifications, Capabilities, And Skills
- You have experience of financial markets and familiarity with general trading concepts and terminology
- You demonstrate knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations
- You understand the different types of financial risk and you can discuss in detail ways of managing these risks
- You are interested in applying agile development practices in a front-office trading environment
- You have good practical knowledge of derivatives pricing and risk management of vanilla options and volatility products
- A mindset of robust system and solution design and implementation, including diligent testing and verification practices
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.
