J.P. Morgan’s Corporate & Investment Bank is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With nearly $20 trillion of assets under custody, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
The primary aim of this team is to research and develop quantitative models for the Equity Derivatives business, as well as to ensure their compliance with internal policies and industry regulations. This involves:
Developing models for the pricing and risk management of equity derivatives, including investigating improvements to existing models
Implementing these models in our quant library
Writing model documentation compliant with internal and regulatory standards
Working with model control teams to facilitate timely and efficient review and approval of models
Liaising with business functions as well as other quantitative research and control teams
Outstanding academic record with a PhD or Masters Degree in a quantitative discipline from a top-tier institution
At least five years of relevant desk quant experience in Equity Derivatives or related asset classes
Previous experience in model review and validation
A thorough understanding of equity derivatives pricing theory and standard models
Excellent analytical and problem-solving abilities
Strong written and verbal communication skills
Strong coding skills
Professional C++/Python development experience desirable
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