JPMorgan Equity Derivatives Structuring 

United States, New York, New York 

889251705

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Bachelor's degree in Engineering (any), Mathematics, Statistics, Finance, Economics or related field of study plus three (3) years of experience in the job offered or as Equity Derivatives Structuring, Equity Derivatives Analyst, or related occupation.

Skills Required: This position requires experience with the following: mathematical modeling, statistical analysis, financial mathematics, and other tools including Monte Carlo simulations, lattice models, finite difference methods, and stochastic and local volatility models for structuring and pricing complex derivative products; financial markets and products including, equity, fixed income and commodity markets, derivatives, and structured products; options, futures, swaps, and other derivative instruments; Using Python to integrate official index level calculation with risk system, publication system, reporting framework, automation and VBA to bring out efficiency while backtesting strategies; financial regulations set by regulatory bodies including the Securities and Exchange Commission (SEC), FINRA and the Commodity Futures Trading Commission (CFTC), to ensure compliance in structuring derivative products and investable indices; Building and analyzing financial models for pricing and valuing derivative products; market dynamics, including factors that influence equity prices, volatility, and correlations; Building and analyzing financial models for pricing and valuing derivative products by being aware of market dynamics including factors that influence asset prices, volatility, and correlations for the payoffs and risk profiles of equity derivative products including equity options, equity swaps, variance swaps, structured notes.

Job Location: 383 Madison Ave, New York, NY 10179. This position requires up to 10% domestic travel.

Full-Time. Salary: $200,000 - $200,000 per year.