Quantitative Research - Energy - Vice President or Executive Director

Join to apply for the Quantitative Research - Energy - Vice President or Executive Director role at JPMorganChase

Quantitative Research - Energy - Vice President or Executive Director

Join to apply for the Quantitative Research - Energy - Vice President or Executive Director role at JPMorganChase

Get AI-powered advice on this job and more exclusive features.

Job Description

If you are passionate, curious and ready to make an impact, we are looking for you.

Job Description

If you are passionate, curious and ready to make an impact, we are looking for you.

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. The Energy Quantitative Research team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical support to the trading desks and other stakeholders.

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
  
  

• 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
  
  

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

Seniority level

• Seniority level

  Director

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research, Analyst, and Information Technology

Referrals increase your chances of interviewing at JPMorganChase by 2x

London, England, United Kingdom 3 days ago

London, England, United Kingdom 1 week ago

London, England, United Kingdom 3 days ago

London, England, United Kingdom 1 month ago

VP, Fixed Income & Multi Asset, Macro Research & Strategy - Macro Analyst 16308

London, England, United Kingdom 1 week ago

Wholesale Strategy - Global Markets focus, Associate/Junior VP

London, England, United Kingdom 1 hour ago

London, England, United Kingdom 2 weeks ago

Quantitative Research - Credit - Vice President

London, England, United Kingdom 1 day ago

London, England, United Kingdom 1 day ago

Global Equities - Index Exotics Trader - Vice President

London, England, United Kingdom 1 week ago

London, England, United Kingdom 5 days ago

Greater London, England, United Kingdom 2 weeks ago

London, England, United Kingdom 5 hours ago

London, England, United Kingdom 2 weeks ago

London, England, United Kingdom 3 weeks ago

London, England, United Kingdom 3 weeks ago

London, England, United Kingdom 1 week ago

London, England, United Kingdom 3 weeks ago

VP - Development Strategy – Hyperscale & Mission Critical Assets | London

International Senior Market Research Director (healthcare - quant)

London, England, United Kingdom 9 months ago

Digital Experience Design, Vice President

London, England, United Kingdom 2 days ago

Vice President – Investment Banking – Energy Transition Group (Power & Utilities)

London, England, United Kingdom 2 weeks ago

Vice President – Investment Banking – Energy Transition Group (Power & Utilities)

London, England, United Kingdom 2 weeks ago

London, England, United Kingdom 1 week ago

London, England, United Kingdom 2 weeks ago

Senior Controller Global R&D Finance FP&A

London, England, United Kingdom 3 weeks ago

Account Director, Integrated Media - HEALTH

London, England, United Kingdom 5 days ago

London, England, United Kingdom 1 week ago

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.