Cross-Asset Quant Trader: Derivatives & Macro Strategy

J.P. Morgan; New York (NY); On-site; USD 213,000 - 288,000; Full time

Benefits offered by this job

Health benefits

Retirement savings plan

On-site wellness facilities

Education reimbursement

Job summary

JPMorganChase in New York seeks an accomplished portfolio management professional to implement investment processes across credit derivatives, equities, and fixed income while collaborating with CIOs and risk teams. You will enhance models, backtesting, and data-driven decision-making in a fast-paced trading environment.

The role requires in-depth quantitative skills, strong programming experience (Python/C++/SQL), and the ability to communicate complex analytics to non-technical stakeholders.

Qualifications

• Bachelor's degree in Mathematics of Finance, Financial Engineering, Mathematics, Computer Science, or related quantitative field.
• 7+ years in capital markets or related quantitative roles.

Responsibilities

• Perform portfolio management and implement investment processes across multiple asset classes.
• Collaborate with CIOs, risk and portfolio construction teams; develop strategies and standardize methodologies.
• Identify, assess and monitor risks; validate models and perform scenario analysis.
• Build relationships with counterparties to source cross-asset research and ideas; contribute to investment process enhancements.
• Provide daily portfolio updates using risk and performance dashboards; participate in weekly strategy/Risk discussions.

Skills

financial engineering

derivative pricing

stochastic simulations

optimizations

statistical market modeling

machine learning

object-oriented programming

data warehousing

data visualization

Python

C++

C#

MATLAB

Java

Excel VBA

JavaScript

SQL

Education

Bachelor's degree in Mathematics of Finance/Financial Engineering/Mathematics/Computer Science

Tools

Python

numpy

pandas

statsmodels

scikit-learn

SQL

matplotlib

Plotly

Job description

JPMorganChase in New York seeks an accomplished portfolio management professional to implement investment processes across credit derivatives, equities, and fixed income while collaborating with CIOs and risk teams. You will enhance models, backtesting, and data-driven decision-making in a fast-paced trading environment.

The role requires in-depth quantitative skills, strong programming experience (Python/C++/SQL), and the ability to communicate complex analytics to non-technical stakeholders.