|Job Type:||Full Time|
The primary aim of our team is to provide front-office modelling support for the Equity Derivatives business in EMEA. This involves:
- Developing models and systematic hedging strategies for equity derivatives
- Implementation in our quant library and risk/trading platforms
- Carrying out testing and writing documentation
- Working closely with traders to solve problems and identify opportunities
- Experience in a front-office derivatives trading environment
- Excellent analytical and problem-solving abilities
- Good written and oral communication
- Strong coding skills
- Deep understanding of derivatives pricing theory and standard models
- Hands-on experience of Reinforcement Learning
- Professional Python/C++ development experience
About J.P. Morgan’s Corporate & Investment Bank
J.P. Morgan’s Corporate & Investment Bank is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Further information about J.P. Morgan is available at www.jpmorgan.com.
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer.