VP Quantitative Trading & Research — Derivatives Risk & ML

Testing Site - JPMC; New York (NY); On-site; USD 250,000 - 360,000; Full time

Job summary

JP Morgan's Quantitative Trading & Research (QTR) Global Clearing team seeks a Vice President Quantitative Researcher to design and govern risk analytics and pricing models across F&O and OTC derivatives, with emphasis on IM methodology and production execution. You will lead ML-driven risk management and automation initiatives across the investment bank.

You will own model risk controls, collaborate with Margin Trading, Technology, and Product Development, and mentor junior researchers while

Qualifications

• Advanced degree in Mathematics, Physics, Statistics, CS, or related field.
• 5+ years of front-office quant experience supporting trading/risk in derivatives.
• Strong programming and production-grade library development experience.

Responsibilities

• Own delivery of risk/pricing analytics and margin solutions; define roadmaps.
• Lead end-to-end initiatives from framing to production deployment.
• Design and enhance margin and derivative models; document and govern.
• Serve as model owner: roadmaps, controls, monitoring, and audits.
• Build analytics and productionize services with clear SLIs/SLOs.
• Provide technical leadership, code reviews, and best practices.

Skills

Python

C++

Front-office quant

Risk analytics

Modeling

Machine Learning

CI/CD

Communication

Mentorship

Education

PhD or MSc in a quantitative field

Tools

SecDB

Athena

Quartz

Job description

JP Morgan's Quantitative Trading & Research (QTR) Global Clearing team seeks a Vice President Quantitative Researcher to design and govern risk analytics and pricing models across F&O and OTC derivatives, with emphasis on IM methodology and production execution. You will lead ML-driven risk management and automation initiatives across the investment bank.

You will own model risk controls, collaborate with Margin Trading, Technology, and Product Development, and mentor junior researchers while