VP, Quant Research - Equity Derivatives Flow

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

Job summary

JPMorganChase's Quantitative Trading & Research Team seeks a junior to mid-level quantitative researcher focusing on flow products and hedging optimization. The role centers on analytics, volatility surface calibration, client analytics, and pre/post-trade analysis to improve trading decisions.

As a VP, you will leverage advanced quantitative techniques, including machine learning, to build end-to-end solutions that directly support the business, partnering with traders to translate research

Qualifications

• Advanced degree (MS/PhD) in Mathematics, Physics, Engineering, CS, or related field.
• 1–3 years of equity modeling experience, preferably in derivatives.
• Proficiency in Python, C++, and numerical computing packages.
• Strong communication skills for collaboration with traders.

Responsibilities

• Partner with the Equity Derivatives Flow desk to build analytics and pricing models.
• Lead volatility trading analytics development and surface calibration.
• Design client analytics tools for pre-trade and post-trade analysis.
• Shape a data-driven ecosystem for trading and risk management.
• Own full project lifecycle from ideation to production deployment.
• Translate quantitative research into actionable insights with traders.

Skills

Quantitative research

Stochastic calculus

Python

C++

Machine learning

Communication

Education

Master's or PhD in quantitative field

Tools

NumPy/SciPy

ML libraries

Job description

JPMorganChase's Quantitative Trading & Research Team seeks a junior to mid-level quantitative researcher focusing on flow products and hedging optimization. The role centers on analytics, volatility surface calibration, client analytics, and pre/post-trade analysis to improve trading decisions.

As a VP, you will leverage advanced quantitative techniques, including machine learning, to build end-to-end solutions that directly support the business, partnering with traders to translate research