QR EDG Vice President
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Job Location:
Monthly Salary:
Posted on:
4 hours ago
Vacancies:
1 Vacancy
Job Summary
As Vice President within the Quantitative Trading and ResearchEDG team you will be focusing onpricing exotic products designing hedging strategies optimizing portfolios and driving product innovation. We seek candidates with a strong educational background and relevant quantitative experience valuing team playerswho are business-aware passionate and impactful.
Job Responsibilities
- Developing mathematical models for pricing hedging and risk measurement of derivatives securities
- Identifying major sources of risk in portfolios explain model behavior by carrying out scenario analyses develop and deliver quantitative tools
- Assessing the appropriateness of quantitative models and their limitations identifying and monitoring the associated model risk
- Implementing risk measurement valuation models or algorithmic trading modules in software and systems
- Designing efficient numerical algorithms and implementing high performance computing solutions
Required qualifications capabilities and skills
- Advanced degree (PhD MSc or equivalent) in Engineering Mathematics Physics Computer Science etc.
- Good understanding of advanced mathematical topics like probability theory stochastic calculus partial differential equations numerical analysis optimization
- Experience of codedesign and demonstrable programming skills in C/Python or any other programming language
- Excellent communication skills both verbal and written can engage and influence partners and stakeholders
- Demonstrate good judgment decision-making is your strong side
- Enthusiasm about knowledge sharing and collaboration
- Strong interpersonal skills required to communicate in a direct succinct manner
Preferred qualifications capabilities and skills
- Knowledge of options pricing theory equities markets in particular equity derivative products and models is a plus but its not strict requirement
- Relevant academic research publications a plus
Required Experience:
Exec
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
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
