Cross-Asset Quant Trader: Macro Derivatives & Risk

JPMorgan Chase & Co.; New York (NY); On-site; USD 225,000 - 275,000; Full time

Job summary

JPMorgan Chase & Co. in New York, NY seeks a senior cross-asset trader to manage portfolios across credit derivatives, equities, volatility products, and more, implementing the investment process and executing trades to achieve high risk-adjusted returns.

You will collaborate with CIOs and risk teams to standardize procedures, develop strategies with rigorous modeling, backtesting, and scenario analysis, and monitor portfolio risk with real-time dashboards and daily performance updates.

Qualifications

• Bachelor's degree in quantitative field with 7+ years of relevant experience.
• Experience with Python, C++, SQL, and data visualization.
• Proven ability to build/validate financial models, backtest strategies, and manage risk.

Responsibilities

• Execute trades across credit derivatives, equities, volatility products, and more to achieve high risk-adjusted returns.
• Collaborate with CIOs and risk/portfolio teams to standardize investment processes and methodologies.
• Develop strategies using advanced quantitative modeling, backtesting, and scenario analysis.
• Monitor risks with real-time dashboards and provide daily portfolio performance updates.
• Work with technology and operations to enhance data acquisition, analytics, and reporting tools.

Skills

Financial engineering

Derivative pricing

Stochastic simulations

Monte Carlo

Statistical market modeling

Machine learning

Object oriented programming

Data visualization

Backtesting

Risk analysis

Education

Bachelor's degree in Mathematics of Finance, Financial Engineering, Mathematics, Computer Science, or related quantitative field

Tools

Python

C++

C#

MATLAB

Java

Excel VBA

JavaScript

SQL

Tableau

Plotly

NumPy

pandas

scikit-learn

statsmodels

Job description

JPMorgan Chase & Co. in New York, NY seeks a senior cross-asset trader to manage portfolios across credit derivatives, equities, volatility products, and more, implementing the investment process and executing trades to achieve high risk-adjusted returns.

You will collaborate with CIOs and risk teams to standardize procedures, develop strategies with rigorous modeling, backtesting, and scenario analysis, and monitor portfolio risk with real-time dashboards and daily performance updates.