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.
Job Summary
As a Vice President within the Quantitative Research, Strategic Indices team, you will be responsible for risk management solutions and calculation of investable indices for equities, commodities, rates and FX in close collaboration with the structuring, trading, sales, and technology teams.
Job Responsibilities
1. Develop and support the risk management platform used by traders to hedge indices traded with our clients.
2. Implement and develop the official calculation engine for Strategic Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc.
3. Work in very close partnership with the structuring and trading teams and participate in the development of JPMorgan branded systematic trading strategies.
4. Develop within the Athena platform with our technology partners.
Required Qualifications, Capabilities, and Skills
1. You have experience working with quantitative investment strategies and derivatives, ideally with exposure to rates and/or commodities.
2. You have an MS or PhD degree (or equivalent) in a quantitative field: Mathematics, Computer Science, Physics, Engineering (or equivalent).
3. You demonstrate strong problem-solving and math skills.
4. You have strong programming skills, ideally in Python.
5. You have excellent communication abilities to explain and convey messages to the business about complex/technical issues.
6. You have attention to detail and focus on the quality of deliverables.
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