Quantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling, and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

As a Quantitative Research Strategic Indices Vice President on the Quantitative Research team, you will be responsible for the implementation, deployment, independent calculation, and risk management of investable indices. You will also be an integral part of the Strategic Indices business, where you have a direct and independent role in revenue generation in close partnership with Structuring, Trading, and Technology teams. We are a team with a global footprint and we cover a broad range of asset classes, including Equities, Rates, Commodities, and FX.

Job Responsibilities:

Participate in the development of J.P.Morgan systematic trading strategies with our Structuring teamsDevelop, deploy, and maintain new and existing algorithmic trading strategiesExpand and support the risk management platform used by traders to hedge investable indices traded with our clientsBuild foundational infrastructure to support new product offerings, enhance efficiency, and improve controlsProvide support to Trading teams through risk analysis and investigations of production trading strategiesContribute 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 PythonYou have highly-focused attention to details and to the quality of deliverablesYou understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statisticsYou have a good understanding of the mathematics involved in the valuation of financial products and trading strategiesYou demonstrate exceptional analytical, quantitative, and problem-solving skillsYour 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 terminologyKnowledge of derivatives pricing theory, trading algorithms, and/or financial regulationsYou understand the different types of financial risk and you can discuss in detail ways of managing these risksYou are interested in applying agile development practices in a front-office trading environmentYou have good practical knowledge of derivatives pricing and risk management of vanilla options and volatility productsA mindset of robust system and solution design and implementation, including diligent testing and verification practices