Apply Now    

CIB QR- Quantitative Research - Commodities Quantitative Analyst - VP

Req #: 180040489
Location: New York, NY, US
Job Category: Quantitative Research
Job Description:
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.4 trillion and operations worldwide. The Firm is a leader in investment banking; financial services for consumers and small businesses, commercial banking, financial transaction processing, asset management and private equity. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world’s most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands.
This is a quantitative analyst position within the Commodities Quantitative Research team, with responsibilities including developing and maintaining models for valuation, risk, profit/loss calculations, as well as quoting and market making algorithms and analysis tools.
Core responsibilities:
  • Develop models and implement them in software for pricing and risk managing  derivatives
  • Develop pricing and calibration tools
  • Benchmark and compare results of various techniques
  • Implement products using pricing engines and models
  • Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics
  • Rapid prototyping of models and products
  • Relevant quantitative modelling and/or derivatives trading desk support experience, preferably in Commodities
  • Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
  • Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
  • Strong analytical, modeling and problem solving abilities
  • Exposure to Athena, Python and C++
  • Object oriented programming skills with emphasis on numerical methods
  • Good communication skills
  • PhD, Masters or equivalent degree in a technical field from a top-tier school/program: Mathematics, Mathematical Finance, Sciences, Engineering, Computer Science
Apply Now    
Link for schema

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Other Information

Apply Using LinkedIn

You can also apply using your LinkedIn® profile. It may save you some time because your information will be automatically transferred into our system. Just click on the LinkedIn logo when you get to the application screen and follow the directions.

Submit an Updated Résumé

During the application process, be sure you have an up-to-date copy of your Résumé, your cover letter and any other documentation you would like to submit.