Quantitative Research – Strategic Indices – Vice President

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, contributing to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and financial risk controls. As a Quantitative Research Strategic Indices Vice President on the Quantitative Research team, you will be responsible for the implementation, deployment, independent calculation, and risk management of investable indices. You will play a key role in the Strategic Indices business, working closely with Structuring, Trading, and Technology teams to generate revenue. Our team covers a broad range of asset classes, including Equities, Rates, Commodities, and FX. Job Responsibilities: Participate in developing J.P. Morgan's systematic trading strategies with Structuring teams Develop, deploy, and maintain algorithmic trading strategies Support the risk management platform used by traders to hedge investable indices Build infrastructure to support new products, improve efficiency, and enhance controls Assist Trading teams with risk analysis and investigations of trading strategies Contribute to automation efforts to optimize trading execution and workflows related to investable indices Required qualifications, capabilities, and skills: Master’s or PhD in Mathematics, Computer Science, Physics, Engineering, or related quantitative field Experience with quantitative investment strategies and derivatives, ideally across multiple asset classes Strong programming skills in Python Attention to detail and commitment to high-quality deliverables Knowledge of advanced mathematics used in financial modeling, including calculus, numerical analysis, optimization, and statistics Understanding of financial product valuation and trading strategies Exceptional analytical, quantitative, and problem-solving skills Excellent verbal and written communication skills to engage stakeholders on complex topics Preferred qualifications, capabilities, and skills: Experience in financial markets and familiarity with trading concepts and terminology Knowledge of derivatives pricing, trading algorithms, and financial regulations Understanding of financial risks and risk management strategies Interest in applying agile development practices in a trading environment Practical knowledge of derivatives pricing and risk management for vanilla options and volatility products Robust system design and implementation skills, including testing and verification practices

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