JPMorgan Quantitative Research – Strategic Indices Vice President 

United States, New York, New York 

301170867

Job Responsibilities:

• Participate in the development of J.P.Morgan systematic trading strategies with our Structuring teams
• Develop, deploy, and maintain new and existing algorithmic trading strategies
• Expand and support the risk management platform used by traders to hedge investable indices traded with our clients
• Build foundational infrastructure to support new product offerings, enhance efficiency, and improve controls
• Provide support to Trading teams through risk analysis and investigations of production trading strategies
• Contribute to our automation ecosystem by delivering end-to-end automation and optimization of trading execution and other related investable index trading and risk management workflows

Required qualifications, capabilities, and skills:

• You hold an advanced degree (Master’s or PhD) in a quantitative field: Mathematics, Computer Science, Physics, Engineering (or equivalent)
• You have experience working with quantitative investment strategies and derivatives, ideally with cross-asset exposure to Equities, Commodities, and/or Rates
• You have a strong programming background with high proficiency in Python
• You have highly-focused attention to details and to the quality of deliverables
• You understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics
• You have a good understanding of the mathematics involved in the valuation of financial products and trading strategies
• You demonstrate exceptional analytical, quantitative, and problem-solving skills
• Your excellent communication skills, both verbal and written, can engage partners and stakeholders on complex and technical topics, which you can explain with exceeding clarity

Preferred qualifications, capabilities, and skills.

• Experience of financial markets and familiarity with general trading concepts and terminology
• Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations
• You understand the different types of financial risk and you can discuss in detail ways of managing these risks
• You are interested in applying agile development practices in a front-office trading environment
• You have good practical knowledge of derivatives pricing and risk management of vanilla options and volatility products
• A mindset of robust system and solution design and implementation, including diligent testing and verification practices