Quantitative Research – Energy Quantitative Analyst – Vice President

JP Morgan

Location: Greater London

Job Type: Full time


Job Summary:

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.

We are looking for an experienced Quant to join the Quantitative Research team supporting the global Energy business. The QR 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, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. We also work closely with trading desks to develop statistical arbitrage strategies and other quantitative trading models.

In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses, it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.

Job responsibilities:

We are a team of front-office quants providing modelling solutions to the Commodities business. Our work combines classical quant finance and data analytics to deliver best-in-class models to the trading desk. It includes:

  • Developing advanced pricing models and systematic hedging strategies for the Energy business
  • Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
  • Working closely with traders to solve problems and identify opportunities

Required qualifications, capabilities, and skills:

  • You demonstrate experience in a front-office derivatives trading environment, preferably in Commodities
  • You are experienced in managing a team of quantitative analysts
You’ve got this!