Apply Now    

CIB QR – Quantitative Research, Systematic Trading, Vice President

Job Description

This is a newly created role in our APAC Equity Quantitative Research Systematic Trading team, covering D1, warrants, CBBC and option market making, focusing on the quantitative optimization of systematic trading algorithms. You will work in close collaboration with Index & Single Stocks Equity Derivatives traders to optimize trading operations. This covers market making algorithms, risk management (Delta and Vega hedging), derivatives portfolio optimization, systematic relative value analysis, trading signals & strategies as well as improving the efficiency of execution.
  • Supporting the existing warrants/option market making business
  • Developing option market making, hedging algorithms and associated post-trade analysis
  • Improving the existing research/simulation platform
  • Alpha research and strategy back-testing
  • Enhancing in-house parametric volatility models and volatility fitting techniques
  • Leveraging trading signals to optimize derivatives portfolio risk management
  • A PhD or Master’s Degree in a quantitative discipline from a top-tier institution 
  • Strong problem-solving abilities and communication skills
  • Experience with market making techniques and Algorithm development
  • Good expertise in statistical modelling & optimization, including standard techniques, linear, convex & conic optimization
  • A strong coding background with proficiency in C++, Python and relevant quantitative packages (numpy, pandas)
  • Excellent knowledge of derivatives pricing and risk management theory, vanilla options and volatility products
  • Knowledge of standard factor models such as Barra is a plus
Req #: 180047838
Location: Hong Kong, HK
Job Category: Quantitative Research
Employment Type: Full Time
Potential Referral Amount: 20000 Hong Kong Dollar (HKD)

Apply Now    

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Join Now

Privacy Statement

Any information you provide is confidential and will only be viewed by our recruiters in an effort to fill open positions. In addition, the information you provide is subject to our privacy policy practices.

Please note that J.P. Morgan will not accept unsolicited approaches or speculative CVs, nor will J.P. Morgan be responsible for any related fees, from Third Party Firms who are not preferred suppliers.

The firm invites all interested and qualified candidates to apply for employment opportunities.

Need disability related assistance?

If you are a US or Canadian applicant with a disability who is unable to use our online tools to search and apply for jobs, please contact us by calling (US and Canada Only) 1-866-777-4690. Please indicate the specifics of the assistance needed.

Keep in touch

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.