Quantitative Research – Commodities – Vice President

JPMorganChase

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profile Job Location:

London - UK

profile Monthly Salary: Not Disclosed
Posted on: 30+ days ago
Vacancies: 1 Vacancy

Job Summary

Description

The Agricultural Products Quantitative Research teams mission is to develop and maintain mathematical models 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 within Quantitative Research EMEA Commodities team you will be supporting the global Agricultural Products business. To be a successful candidate you need to be business driven and to have previous quantitative experience preferably in commodities markets. Your skillset 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
  • Implementing 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 enhancing 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 a strong foundation in and experience with advanced math models and their efficient implementation
  • Experience in a front-office trading environment preferably in commodities. Experience in 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



Required Experience:

Exec

DescriptionThe Agricultural Products Quantitative Research teams mission is to develop and maintain mathematical models 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 t...
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Key Skills

  • Change Management
  • Financial Services
  • Growing Experience
  • Managed Care
  • Management Experience
  • Analysis Skills
  • Senior Leadership
  • Performance Management
  • Process Management
  • Leadership Experience
  • negotiation
  • Analytics

About Company

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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 ov ... View more

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