JPMorganChase · 3 months ago
Quantitative Research Equity Exotics Vice President
JPMorganChase is a leading global financial services firm, and they are seeking a Vice President for their Quantitative Research Equity Exotics team. The role involves leveraging quantitative techniques to develop pricing models, create hedging strategies, and monitor model risks for Equity Exotic trading.
Asset ManagementBankingFinancial Services
Responsibilities
Develop mathematical models for pricing and risk management of derivative securities within a quantitative library using C++ and Python programming languages
Evaluate quantitative methodologies including identifying and monitoring model risks associated with derivative valuation models
Build data-driven hedging strategies for Equity Derivative products
Implement data driven and AI based Equity Exotic tools including pricing, hedging, and backtesting
Support trading activities by explaining model behavior, identifying major sources of risk in portfolios and carrying out scenario analyses
Collaborate closely with Structuring team on payoff innovation
Provide clear model documentation and work closely with the model review group to facilitate model approvals
Qualification
Required
Advanced degree in a quantitative field from a top university
3+ years of experience in derivatives quantitative research
Solid understanding of stochastic calculus, probability theory, and numerical methods
Strong programming skills in C++, Python and numerical packages
Experience with statistical analysis and machine learning
Deep understanding of derivatives pricing models and experience with equity derivatives products
Ability to communicate effectively with trading and structuring
Preferred
Prior experience in a front-office quantitative research role
Knowledge of risk management frameworks and regulatory requirements
Company
JPMorganChase
With a history tracing its roots to 1799 in New York City, JPMorganChase is one of the world's oldest, largest, and best-known financial institutions—carrying forth the innovative spirit of our heritage firms in global operations across 100 markets.
H1B Sponsorship
JPMorganChase has a track record of offering H1B sponsorships. Please note that this does not
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2025 (3471)
2024 (3469)
2023 (3395)
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2021 (2515)
2020 (2495)
Funding
Current Stage
Public CompanyTotal Funding
unknown1998-02-01IPO
Leadership Team
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