JPMorganChase
Quantitative Research - Energy - Vice President or Executive Director
Be an Early Applicant
As a VP or Executive Director in Quantitative Research at J.P. Morgan, you will develop pricing models and risk management strategies for the Energy sector, implement models in trading platforms, and support internal clients with model-related issues.
Job Description
If you are passionate, curious and ready to make an impact, we are looking for you.
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. The Energy Quantitative Research team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical support to the trading desks and other stakeholders.
Job summary:
As a Vice President or Executive Director in Quantitative Research, Energy team, you will be providing modelling solutions to the Commodities business. Yo will get a chance to utilize your extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (Python, C++) as well as your communication skills.
Job responsibilities:
Required qualifications, capabilities, and skills:
Preferred qualifications, capabilities, and skills:
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
The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.
If you are passionate, curious and ready to make an impact, we are looking for you.
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. The Energy Quantitative Research team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical support to the trading desks and other stakeholders.
Job summary:
As a Vice President or Executive Director in Quantitative Research, Energy team, you will be providing modelling solutions to the Commodities business. Yo will get a chance to utilize your extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (Python, C++) as well as your communication skills.
Job responsibilities:
- Developing advanced pricing models and risk management strategies for the Energy business
- Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
- Providing support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
- Developing and enhancing the risk management platform used by traders to hedge trades and aggregate positions
- Working closely with the trading and sales teams to solve problems and identify opportunities
Required qualifications, capabilities, and skills:
- You have advanced graduate degree (MS or PhD) or equivalent, in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science )
- You demonstrate experience with advanced math models and their efficient implementation
- You have experience in a front-office trading environment
- You have experience in derivatives pricing models and hedging techniques
- You demonstrate strong programming skills (Python, C++) with several years of programming experience
- You are business driven with excellent communication
- You demonstrate strong attention to detail and able to take the lead on projects
Preferred qualifications, capabilities, and skills:
- You have experience in a front-office trading environment, preferably in commodities
- You have experience with physical and financial power and gas products
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
The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.
Top Skills
C++
Python
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