Energy Quant Research VP: Front-Office Modeling

Testing Site - JPMC; Greater London; On-site; GBP 160,000 - 210,000; Full time

Job summary

Testing Site - JPMC in London seeks a Vice President or Executive Director in Energy Quantitative Research to support European power and gas trading. You will own high‑impact models from research through production and collaborate with trading, structuring, sales and technology.

You will develop pricing and risk models for vanilla and exotic products, build front‑office tools, mentor juniors, and drive cross-functional initiatives with a commercial mindset and a focus on performance, robustness,

Qualifications

• Advanced degree in a quantitative field (Master's or PhD) or equivalent experience.
• Extensive familiarity with European power and gas markets and products.
• Strong programming skills (Python and C++), production-quality modeling.
• Commercial mindset with ability to translate front office needs into deliverables.

Responsibilities

• Develop pricing and risk models for vanilla and structured products, including research, design, production implementation, testing, governance, and documentation.
• Partner with trading and sales to identify and create new commercial opportunities.
• Build analytical tools for front office use, including pricing workflows and calibration utilities.
• Provide quantitative analysis and support to front office teams and control functions.
• Lead projects, set priorities, and own end-to-end outcomes across teams.
• Mentor, support, and help develop junior team members.
• Provide technical guidance on the use and maintenance of models and tools.

Skills

Python

C++

Monte Carlo

Stochastic calculus

Optimization

Communication

Financial derivatives

Education

Master's or PhD in quantitative field

Job description

Testing Site - JPMC in London seeks a Vice President or Executive Director in Energy Quantitative Research to support European power and gas trading. You will own high‑impact models from research through production and collaborate with trading, structuring, sales and technology.

You will develop pricing and risk models for vanilla and exotic products, build front‑office tools, mentor juniors, and drive cross-functional initiatives with a commercial mindset and a focus on performance, robustness,