Energy Quant Research VP - Pricing, Risk & Front Office

Next Frontier Capital; New York (NY); On-site; USD 160,000 - 230,000; Full time

Job summary

JPMorgan Chase & Co. Energy Quantitative Research team in New York or Houston seeks an Associate or Vice President to support the global energy trading business, primarily North American power and gas. You will work alongside traders and structuring, pricing complex products and building risk tools.

You will own high-impact models end-to-end, from research to production, and collaborate across front office teams to drive growth and product development.

Qualifications

• Advanced degree in a quantitative field or equivalent experience.
• Strong knowledge of stochastic calculus, probability, optimization, Monte Carlo methods.
• Proficiency in Python and C++, ability to implement production models.
• Excellent communication and desk collaboration with front office teams.

Responsibilities

• Develop pricing and risk models for vanilla and structured products, including model development, production implementation, testing, governance and documentation
• Partner with Trading and Sales to develop new commercial opportunities
• Develop analytical tools for use by front office teams (pricing, model calibration, strategy backtesting etc)
• Provide quantitative analysis and support to front office teams and control functions
• Lead projects, manage priorities and take responsibility for results, partnering with other teams to deliver on cross-functional projects
• Provide technical support and guidance around the use of the models and tools developed by the team

Skills

Python

C++

Communication

Education

Master's degree in a quantitative field

PhD in a quantitative field

Job description

JPMorgan Chase & Co. Energy Quantitative Research team in New York or Houston seeks an Associate or Vice President to support the global energy trading business, primarily North American power and gas. You will work alongside traders and structuring, pricing complex products and building risk tools.

You will own high-impact models end-to-end, from research to production, and collaborate across front office teams to drive growth and product development.