JPMorganChase
Quantitative Research - Equity Derivatives Flow - Vice President
JPMorganChase, New York, New York, us, 10261
Join our Quantitative Research Equity Derivatives team as a junior to mid-level quant, where you'll help shape the future of flow products. In this dynamic role, you'll drive and implement advanced analytics, optimization, and modeling for volatility trading.
Key responsibilities include volatility surface calibration, client analytics, pre- and post-trade analysis, and hedging optimization. Collaborate with top industry professionals and make a direct impact on our trading strategies and client solutions.
Job Responsibilities:
Work on the Equity Derivatives Flow trading desk to build analytics, and develop and enhance pricing and risk models for flow products. Drive research and implementation of volatility trading analytics, including volatility surface calibration and modeling. Develop client analytics, pre-trade and post-trade analysis, and hedging optimization tools. Play an integral part in building a data-driven trading and risk management ecosystem. Contribute from idea generation to production implementation: perform research, design prototypes, implement analytics to manage client flow and risk inventory, support their daily usage, and analyze their performance. Collaborate closely with traders to communicate findings and deliver actionable solutions. Required Qualifications, Capabilities, and Skills:
Advanced degree (Master's or Ph.D.) in a quantitative field (Mathematics, Physics, Engineering, Computer Science, Financial Engineering, etc.) from a top university. 1+ years of experience in equity modeling Solid understanding of stochastic calculus, probability theory, and numerical methods. Deep understanding of option theory and equity derivatives products. Strong programming skills in Python, C++, and numerical packages. Experience with quantitative techniques, data analysis, and machine learning. Ability to communicate effectively with trading and deliver end-to-end solutions. Preferred Qualifications, Capabilities, and Skills:
Experience with market data analysis and its application in derivatives trading. Knowledge of risk management frameworks and regulatory requirements. Prior experience in a front-office quantitative research or trading role. Prior experience in equity derivatives preferably. JPMorganChase is an equal opportunity employer and values diversity and inclusion. We offer a competitive total rewards package, including comprehensive health care coverage, retirement savings plan, and more.
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Work on the Equity Derivatives Flow trading desk to build analytics, and develop and enhance pricing and risk models for flow products. Drive research and implementation of volatility trading analytics, including volatility surface calibration and modeling. Develop client analytics, pre-trade and post-trade analysis, and hedging optimization tools. Play an integral part in building a data-driven trading and risk management ecosystem. Contribute from idea generation to production implementation: perform research, design prototypes, implement analytics to manage client flow and risk inventory, support their daily usage, and analyze their performance. Collaborate closely with traders to communicate findings and deliver actionable solutions. Required Qualifications, Capabilities, and Skills:
Advanced degree (Master's or Ph.D.) in a quantitative field (Mathematics, Physics, Engineering, Computer Science, Financial Engineering, etc.) from a top university. 1+ years of experience in equity modeling Solid understanding of stochastic calculus, probability theory, and numerical methods. Deep understanding of option theory and equity derivatives products. Strong programming skills in Python, C++, and numerical packages. Experience with quantitative techniques, data analysis, and machine learning. Ability to communicate effectively with trading and deliver end-to-end solutions. Preferred Qualifications, Capabilities, and Skills:
Experience with market data analysis and its application in derivatives trading. Knowledge of risk management frameworks and regulatory requirements. Prior experience in a front-office quantitative research or trading role. Prior experience in equity derivatives preferably. JPMorganChase is an equal opportunity employer and values diversity and inclusion. We offer a competitive total rewards package, including comprehensive health care coverage, retirement savings plan, and more.
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