JPMorgan Quantitative Research - Equity Derivatives Exotics Vice President 

United Kingdom, England, London 

345459686

Job Summary

Job Responsibilities

• Covering Exotic products, and this by providing modelling approaches to price new payoffs understanding their risks, and rationalizing the limitations of proposed models
• Providing analysis of their behavior under market scenarios and back testing of hedging strategies
• Taking initiative and developing pricing prototypes to validate new ideas
• Implementing advanced models in our quant library and trading/risk platforms, participating in the continuous re-engineering of the platform, carrying-out testing and writing documentation
• Working closely with traders and Structurers to identify opportunities
• Leveraging advanced machine learning frameworks and proposing creative ideas to solve classic problems

Required qualifications, capabilities, and skills

• You demonstrate experience in a derivatives quant role
• You have experience in a front-office derivatives’ trading environment
• You demonstrate outstanding analytical and problem-solving skills
• You demonstrate excellent written and oral communication
• You demonstrate strong coding skills
• You have relevant qualifications and deep understanding of derivatives pricing theory and standard models

Preferred qualifications, capabilities, and skills

• You demonstrate professional Python/C++ development experience
• You have hands-on experience of Reinforcement Learning