Energy Quant Trading VP: End-to-End Power & Gas Modeling

JPMorganChase; New York (NY); Hybrid; USD 180,000 - 280,000; Full time

Benefits offered by this job

Health care

On-site wellness centers

Retirement plan

Tuition reimbursement

Mental health support

Financial coaching

Job summary

JPMorganChase in Houston seeks a Vice President for Energy Quantitative Research & Trading to lead pricing of physical Power and Gas structures and to own end-to-end models from research to production.

You will drive generation, storage, and transport valuation, collaborate with traders, and contribute to systematic energy research across markets. This build role emphasizes scalable modeling and impactful desk support.

Qualifications

• Advanced degree (master's or PhD) in a quantitative field or equivalent experience.
• 3y+ hands-on experience as a quant supporting physical Power and/or Natural Gas trading in a front office or equivalent setting.
• Experience building valuation models for physical assets and optionality: generation, storage, or transport capacity.
• Working knowledge of ISO/RTO Power markets, Gas transport and storage, and locational basis.
• Strong math background (stochastic calculus, probability, optimization, Monte Carlo) and production-grade Python implementation.
• Commercially minded with a track record of delivering models into production use by a trading desk.

Responsibilities

• Own pricing and risk models for physical and financial Power and Gas products end to end, from research to production.
• Model drivers of physical value: generation/load fundamentals, transport constraints, storage and flexibility, locational basis, shape.
• Partner with trading and sales to create new commercial opportunities in new physical markets.
• Build the front-office tools: pricing workflows, calibration utilities, and back-testing frameworks.
• Contribute to systematic trading research, including signal development and back testing.
• Lead projects and priorities, supporting front office and control functions on models and tools.

Skills

Quant modeling

Stochastic calculus

Monte Carlo

Production deployment

Trading desk liaison

Power & Gas trading

Education

Advanced quantitative degree

Tools

Python

Job description

JPMorganChase in Houston seeks a Vice President for Energy Quantitative Research & Trading to lead pricing of physical Power and Gas structures and to own end-to-end models from research to production.

You will drive generation, storage, and transport valuation, collaborate with traders, and contribute to systematic energy research across markets. This build role emphasizes scalable modeling and impactful desk support.