Quantitative Research - Energy - Vice President or Executive Director

JPMorgan Chase & Co.; London; On-site; GBP 90,000 - 130,000; Full time

Job summary

A leading financial institution seeks a Vice President or Executive Director for its Quantitative Research, Energy team in London. In this role, you will develop and implement sophisticated modeling solutions for the Commodities business, ensuring risk management and efficiency in energy trading. You will leverage your expertise in quantitative methods and programming to drive insights and enhancements in trading strategies.

Qualifications

• Advanced degree in Mathematics, Physics, Statistics, Engineering, Quantitative Finance, or Computer Science.
• Experience in front-office trading environments.
• Strong programming skills in Python and C++ with years of experience.

Responsibilities

• Develop advanced pricing models and risk management strategies for the Energy business.
• Implement models on trading platforms and provide support to clients.
• Enhance risk management platform used by traders.

Skills

Advanced mathematical modeling

Programming in Python

Programming in C++

Risk management

Attention to detail

Communication skills

Education

Advanced graduate degree (MS or PhD) in quantitative field

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. TheEnergy Quantitative Research team's mission is to develop and maintain sophisticated mathematical models, cutting-edge 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.

Job summary:

As a Vice President or Executive Director in Quantitative Research, Energy team, you will be providing modelling solutions to the Commodities business.Yo will get a chance to utilize yourextensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (Python, C++) as well as your communication skills.

Job responsibilities:

• Developing advanced pricing models and risk management strategies for the Energy business
• Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
• Providing support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
• Developing and enhancing the risk management platform used by traders to hedge trades and aggregate positions
• Working closely with the trading and sales teams to solve problems and identify opportunities

Required qualifications, capabilities, and skills:

• You have advanced graduate degree (MS or PhD) or equivalent, in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science )
• You demonstrate experience with advanced math models and their efficient implementation
• You have experience in a front-officetrading environment
• You have experience in derivatives pricing models and hedging techniques
• You demonstrate strong programming skills (Python, C++) with several years of programming experience
• You are business driven with excellent communication
• You demonstrate strong attention to detail and able to take the lead on projects

Preferred qualifications, capabilities, and skills:

• You have experience in a front-officetrading environment, preferably in commodities
• You have experience with physical and financial power and gas products