Quantitative Research - Energy - Vice President or Executive Director (London)

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. You 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 businessImplementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentationProviding support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issuesDeveloping and enhancing the risk management platform used by traders to hedge trades and aggregate positionsWorking closely with the trading and sales teams to solve problems and identify opportunitiesRequired Qualifications, Capabilities, and Skills:
You have an 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 implementationYou have experience in a front-office trading environmentYou have experience in derivatives pricing models and hedging techniquesYou demonstrate strong programming skills (Python, C++) with several years of programming experienceYou are business driven with excellent communicationYou demonstrate strong attention to detail and are able to take the lead on projectsPreferred Qualifications, Capabilities, and Skills:
You have experience in a front-office trading environment, preferably in commoditiesYou have experience with physical and financial power and gas products#J-18808-Ljbffr
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