The QR Equity Risk and Structuring team are responsible for providing the fundamental tools for risk management and PnL analysis across the equity derivatives business, exotics and flow. In addition they are responsible for providing the evaluation framework for the growing complex systematic strategies business. The team works closely with trading and structuring and is part of the wider Quantitative Research group, globally responsible for providing quantitative solutions for pricing, risk management, risk analysis and strategies development to the front office in the Investment Bank. We are supported by a very strong technology group, working in a strong partnership with us.
We are seeking a senior strategist with experience in derivatives pricing and risk management, who can take a leadership role within our team, both in terms of people and projects.
Essential skills, experience and qualifications:
• Modelling of derivatives products (preferably Equity, Commodities or FX)
• People leadership in a front office environment
• Very strong analytical and problem solving abilities
• Thorough understanding of Computer Science
• C/C++ coding with emphasis on numerical methods
• Excellent communication skills.
• PhD or equivalent degree in Mathematics, Mathematical Finance, Physics or Engineering
• Strong math
Desirable skills/experience: Python, VaR methodology, Derivatives Risk System Architecture, Systematic Strategies, Trading Systems
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.
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.