Quantitative Research – Commodities – Vice President
Quantitative Research for Agricultural Products at JPMorgan focuses on mathematical models for pricing, hedging, and risk management of vanilla flow and complex derivative deals. The role supports trading desks and other stakeholders with analytical expertise.
Job Summary As Vice President within the EMEA Commodities team, you will support the global Agricultural Products business. You will be business driven and have quantitative experience, preferably in commodities markets. Your skill set should feature an extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (e.g., Python, C++). This is a front office role, and excellent communication skills are essential.
Job Responsibilities
* Develop pricing models and risk management strategies for the Agricultural Products business
* Implement these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
* Provide support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
* Develop and enhance the risk management platform used by traders to hedge trades and aggregate positions
* Work closely with the trading and sales teams to solve problems and identify opportunities
Required Qualifications, Capabilities, And Skills
* Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, …) with strong foundation in advanced mathematical models and efficient implementation
* Experience in a front-office trading environment, preferably in commodities; derivatives pricing models and hedging techniques
* Strong programming skills (Python, C++) with several years of programming experience
* Business driven, excellent communication; strong attention to detail, able to take the lead on projects
Preferred Qualifications, Capabilities, And Skills
* Experience with commodities markets
J.P. Morgan is a global leader in financial services. We are an equal opportunity employer and place a high value on diversity and inclusion. We do not discriminate on the basis of any protected attribute, and we make reasonable accommodations for applicants and employees.
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