JPMorgan Quantitative Research - Energy Vice President Executive Director 

United Kingdom, England, London 

233198294

Job summary:

As a Vice President or Executive Director in Quantitative Research, Energy team, you will be providing modelling solutions to the Commodities business. Yo will get a chance to utilize your extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (Python, C++) as well as your communication skills.

Job responsibilities:

• Developing advanced pricing models and risk management strategies for the Energy business
• Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
• Providing support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
• Developing and enhancing the risk management platform used by traders to hedge trades and aggregate positions
• Working closely with the trading and sales teams to solve problems and identify opportunities

Required qualifications, capabilities, and skills:

• You have advanced graduate degree (MS or PhD) or equivalent, in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science )
• You demonstrate experience with advanced math models and their efficient implementation
• You have experience in a front-office trading environment
• You have experience in derivatives pricing models and hedging techniques
• You demonstrate strong programming skills (Python, C++) with several years of programming experience
• You are business driven with excellent communication
• You demonstrate strong attention to detail and able to take the lead on projects

Preferred qualifications, capabilities, and skills:

• You have experience in a front-office trading environment, preferably in commodities
• You have experience with physical and financial power and gas products