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Quantitative Strategist in Equity Structured Products – drive pricing, risk automation, and market making at JPMorgan.
Join a dynamic team in NYC to develop cutting‑edge derivatives models & advance our futures in structured products.
YOUR IMPACT
You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Equity Structured Product business.
OUR IMPACT
Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions.
Within Equity Structured Product, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
HOW YOU WILL FULFILL YOUR POTENTIAL
Role Responsibilities
- Develop and maintain derivatives pricing models for equity structured products, such as structured equity linked notes, OTC equity derivatives etc.
- Scale the business by increasing automated risk management for exposures to Equity, FX etc.
- Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Enhance risk management by backtesting hedging strategies for equity structured products.
Collaborate closely with the trading team to ensure daily accurate risk management.
SKILLS AND EXPERIENCE WE’RE LOOKING FOR
Basic Qualifications
- Experience in structured product modelling.
- Excellent academic record in a relevant quantitative field such as Mathematics, Engineering or Computer Science.
- Experience in object-oriented programming with a language such as C++, Java or Python.
- At least two years of experience in finance or a cutting edge technology company.
- Excellent written and verbal communication skills.