Quantitative Trading & Research - Commodities - Energy - Vice President

JPMorgan Chase & Co.; City of Rochester (NY); Vor Ort; USD 150.000 - 190.000; Vollzeit

Zusammenfassung

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. You will work on North American power and gas, owning high-impact models from research to production.

Collaborate with Trading, Structuring, Sales and Technology to price complex products, manage risk, and drive commercial innovation. Advance your analytical skills in a front-office quant environment.

Qualifikationen

• Advanced degree in a quantitative field or equivalent experience.
• Strong understanding of stochastic calculus, probability theory, optimization, Monte Carlo methods.
• Strong programming skills in Python and C++, with production-grade implementation.
• Commercially focused with excellent communication skills and desk needs translation into deliverables.

Aufgaben

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

Kenntnisse

Python

C++

Quantitative analysis

Communication

Ausbildung

Master’s or PhD in a quantitative field

Jobbeschreibung

Job Description:

The Energy Quantitative Research team, part of the Quantitative Trading and Research organization, develops the valuation models, analytical tools, and risk infrastructure that underpins the global energy trading business. We partner closely with Trading, Structuring, Sales, and Technology to price complex products, manage risk, and accelerate commercial innovation.

Job summary:

As an Associate or Vice President in the Energy Quantitative Research team in New York or Houston, you will be supporting the global energy trading business, with an initial focus on North American power and gas.

Working closely with the trading desk as part of a front office-aligned quant team, you will use your advanced analytical skills and commercial mindset to help drive the growth of the business and the development of new products. You will have the opportunity to own high impact models end to end, from the initial research and design to the production implementation and ongoing enhancement.

Job 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

Required qualifications, capabilities, and skills:

• Advanced degree (master’s or PhD) in a quantitative field, or equivalent experience
• Deep understanding of the mathematical and numerical techniques used in valuation models, including stochastic calculus, probability theory, optimization, Monte Carlo methods etc
• Strong programming skills and knowledge of multiple languages (preferably including python and C++), with the ability to efficiently implement production quality models
• Commercially focused with excellent communication skills, and an ability to understand and anticipate desk needs and translate them into tangible deliverables

Preferred qualifications, capabilities, and skills:

• Familiarity with energy and commodities markets, and the financial and physical products traded