What are the responsibilities and job description for the Quantitative Research – Equity Derivatives Flow - Vice President position at JPMorganChase?
Job Description
Join our Quantitative Research Equity Derivatives team as a junior to mid-level quant, where you’ll help shape the future of flow products. In this dynamic role, you’ll drive and implement advanced analytics, optimization, and modeling for volatility trading. Key responsibilities include volatility surface calibration, client analytics, pre- and post-trade analysis, and hedging optimization. Collaborate with top industry professionals and make a direct impact on our trading strategies and client solutions.
As the Vice President on the Quantitative Research Equities Derivatives Flow team, you will leverage data and quantitative techniques, including machine learning, to provide comprehensive solutions for the business.
Job Responsibilities
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
About The Team
J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Join our Quantitative Research Equity Derivatives team as a junior to mid-level quant, where you’ll help shape the future of flow products. In this dynamic role, you’ll drive and implement advanced analytics, optimization, and modeling for volatility trading. Key responsibilities include volatility surface calibration, client analytics, pre- and post-trade analysis, and hedging optimization. Collaborate with top industry professionals and make a direct impact on our trading strategies and client solutions.
As the Vice President on the Quantitative Research Equities Derivatives Flow team, you will leverage data and quantitative techniques, including machine learning, to provide comprehensive solutions for the business.
Job Responsibilities
- Work on the Equity Derivatives Flow trading desk to build analytics, and develop and enhance pricing and risk models for flow products.
- Drive research and implementation of volatility trading analytics, including volatility surface calibration and modeling.
- Develop client analytics, pre-trade and post-trade analysis, and hedging optimization tools.
- Play an integral part in building a data-driven trading and risk management ecosystem.
- Contribute from idea generation to production implementation: perform research, design prototypes, implement analytics to manage client flow and risk inventory, support their daily usage, and analyze their performance.
- Collaborate closely with traders to communicate findings and deliver actionable solutions.
- Advanced degree (Master’s or Ph.D.) in a quantitative field (Mathematics, Physics, Engineering, Computer Science, Financial Engineering, etc.) from a top university.
- 1 years of experience in equity modeling
- Solid understanding of stochastic calculus, probability theory, and numerical methods.
- Deep understanding of option theory and equity derivatives products.
- Strong programming skills in Python, C , and numerical packages.
- Experience with quantitative techniques, data analysis, and machine learning.
- Ability to communicate effectively with trading and deliver end-to-end solutions.
- Experience with market data analysis and its application in derivatives trading.
- Knowledge of risk management frameworks and regulatory requirements.
- Prior experience in a front-office quantitative research or trading role.
- Prior experience in equity derivatives preferably.
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
About The Team
J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Salary : $200,000 - $285,000