Quantitative Research - EMEA Commodities - Vice President

JPMorgan Chase & Co.; Camden Town; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading global financial services firm is seeking a Quantitative Researcher to develop pricing models and risk management strategies for its Agricultural Products business. The ideal candidate will have an advanced degree in a quantitative field, strong programming skills in Python and C++, and experience in a front-office trading environment. This role offers the opportunity to work closely with trading and sales teams to drive analytical support for financial transactions.

Qualifications

• Strong foundation in advanced math models and efficient implementation.
• Experience in a front-office trading environment, preferably in commodities.
• Several years of programming experience.

Responsibilities

• Develop pricing models and risk management strategies for the Agricultural Products business.
• Implement models in our quant library and trading/risk platforms.
• Provide support to internal clients with troubleshooting model-related issues.
• Enhance the risk management platform used by traders.
• Collaborate with trading and sales teams to solve problems.

Skills

Advanced mathematical modeling

Derivatives pricing models

Strong programming in Python

Strong programming in C++

Excellent communication skills

Attention to detail

Education

Advanced degree (MS or PhD) in a quantitative field

Job description

The Agricultural Products Quantitative Research team's mission is to develop and maintain mathematical models, methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical support to the trading desks and other stakeholders.

Responsibilities

• Develop pricing models and risk management strategies for the Agricultural Products business.
• Implement these models in our quant library and trading/risk platforms, carrying out testing and writing documentation.
• Provide support to internal clients with the existing library of models and structures through troubleshooting and fixing model‑related issues.
• Develop and enhance the risk management platform used by traders to hedge trades and aggregate positions.
• Work closely with the trading and sales teams to solve problems and identify opportunities.

Qualifications

• Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, etc.) with a strong foundation in and experience with advanced math models and their efficient implementation.
• Experience in a front‑office trading environment, preferably in commodities, and experience in derivatives pricing models and hedging techniques.
• Strong programming skills (Python, C++) with several years of programming experience.
• Business‑driven, excellent communication skills, strong attention to detail, and ability to take the lead on projects.

Preferred Qualifications

• Experience with commodities markets.

About J.P. Morgan

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. 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.