Executive Director, Energy Quant Trading & Research

JPMorgan Chase; New York (NY); Presencial; USD 250.000 - 320.000; Jornada completa

Descripción de la vacante

JPMorgan Chase & Co. is seeking an Executive Director to lead the quantitative trading & research for its North American Power and Gas desk in New York. The role focuses on growing the physical business through end-to-end models and tools, from research to production.

You will partner with traders to capture opportunities and support new physical markets. The role emphasizes building the modelling agenda for a fast-growing franchise, including generation, storage, and transport, with

Formación

• Advanced degree (master's or PhD) in a quantitative field or equivalent experience.
• 5+ years hands-on quantitative experience supporting physical Power and/or Natural Gas trading.
• Experience building valuation models for physical assets and optionality.
• Strong knowledge of ISO/RTO Power markets, Gas transport and storage, and locational basis.
• Strong math foundation (stochastic calculus, probability, optimization, Monte Carlo) and production-grade programming.

Responsabilidades

• Own pricing and risk models end to end for physical and financial Power and Gas products.
• Model drivers of physical value: generation, load fundamentals, transport constraints, storage, and flexibility.
• Partner with trading and sales to create new commercial opportunities.
• Build tools the front office relies on: pricing workflows, calibration utilities, back testing.

Conocimientos

Valuation models

Power/Gas markets knowledge

Python programming

Quantitative finance

Communication with traders

Educación

Master's or PhD in quantitative field

5+ years quant experience

Herramientas

Python

Descripción del empleo

JPMorgan Chase & Co. is seeking an Executive Director to lead the quantitative trading & research for its North American Power and Gas desk in New York. The role focuses on growing the physical business through end-to-end models and tools, from research to production.

You will partner with traders to capture opportunities and support new physical markets. The role emphasizes building the modelling agenda for a fast-growing franchise, including generation, storage, and transport, with