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.
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 and sales and technology teams.
Job responsibilities
- Develop and support of the risk management platform used by traders to hedge indices traded with our clients
- Implement and develop of the official calculation engine for Strategic Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc.
- Work in very close partnership with the structuring and trading teams and participating in the development of JPMorgan branded systematic trading strategies
- Develop within the Athena platform with our technology partners.
Required qualifications, capabilities, and skills
- You have experience working with quantitative investment strategies and derivatives, ideally with exposure to rates and/or commodities
- You have MS or PhD degree (or equivalent) in a quantitative field: Mathematics, Computer Science, Physics, Engineering (or equivalent)
- You demonstrate strong problem solving and math skills
- You have strong programming skills, ideally in Python
- You have excellent communication abilities to explain and convey messages to the business about complex/technical issues
- You have attention to detail and focus on quality of deliverables
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
J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
