CIB – Quantitative Research – Equity Derivatives Modelling – Vice President

Location:Greater London
Job Type:Full Time

Job Summary

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

Essential attributes

- 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

Desirable attributes

- 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.