Quantitative Research - Equities Flow - Associate or Vice President

Job description

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 Associate or Vice President within the Quantitative Research, Equity Flow team, you will be supporting the EMEA Flow desk, focusing on volatility marking automation and volatility dynamics. We are a team of front-office quants providing modelling and analytics solutions to the Equity Derivatives business. Our work combines classical quant finance with modern machine learning techniques to deliver best-in-class models to the trading desk.

Job responsibilities:

• Automating volatility marking
• Predicting volatility dynamics
• Implementing models in our quant library and trading/risk platforms, carrying out testing and writing documentation
• Working closely with traders to solve problems and identify opportunities

Required qualifications, capabilities, and skills:

• You demonstrate an experience in a derivatives quant role
• You demonstrate a good understanding of the equity derivatives business
• You have deep understanding of derivatives pricing theory and standard models
• You demonstrate outstanding analytical and problem-solving abilities
• You have a good written and oral communication
• You bring an excellent coding skills (C++ and/or Python)
• You have experience with applying machine learning techniques

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.