Quantitative Research - Equities Flow – Associate or Vice President

JP Morgan

Location: Greater London

Job Type: Full time


If you are passionate, curious and ready to make an impact, we are looking for you.

We are looking for an experienced Quant to support the EMEA Flow desk, focusing on volatility marking automation and volatility dynamics.

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.

Through the diversity of the businesses we support and the variety of functions we provide, the Quantitative Research group offers unique growth opportunities to develop your abilities and your career.

We make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental and physical health needs or family considerations.

Job responsibilities:

We are looking for an experienced quant to join our front-office Equity Derivatives quant team in London. The successful candidate will work with the Flow business, focusing on:

  • Tools and analytics
  • Volatility marking automation
  • Volatility dynamics prediction
  • Implementing 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 an experience in a derivatives quant role
  • You demonstrate a good understanding of the equity derivatives business
  • You have deep understanding of derivatives pricing theory and standard models
  • You demonstrate outstanding analytical and problem-solving abilities
  • You have a good written and oral communication
  • You bring an excellent coding skills (C++ and/or Python)
  • You have experience with applying machine learning techniques

Beyond that, we’re interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.

You’ve got this!