Quantitative Trading & Research Energy Quantitative Research Vice President or Executive Director
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Job Summary
Join a high-impact quantitative team shaping the future of energy markets. Youll build advanced valuation models and analytical tools that power commercial innovation across power and gas. Collaborate directly with trading structuring sales and technology to price complex products and manage risk. Own models end to endfrom research and design to production deployment and continual enhancement. Make a meaningful impact while developing your craft in a fast-paced supportive environment.
Job summary
As a Vice President or Executive Director in Energy Quantitative Research within the Quantitative Trading & Research group you support the global commodities trading business with an initial focus on European power and gas in London. You work closely with the trading desk as part of a front officealigned quant team using advanced analytical skills and a commercial mindset to drive growth and new product development. You will own highimpact models from research through production continually enhancing them for performance robustness and usability.
Job responsibilities
- Develop pricing and risk models for vanilla and structured products including research design production implementation testing governance and documentation.
- Partner with trading and sales to identify and create new commercial opportunities.
- Build analytical tools for front office use including pricing workflows model calibration utilities and strategy backtesting frameworks.
- Provide quantitative analysis and support to front office teams and control functions.
- Lead projects set priorities and take endtoend ownership of outcomes partnering across teams to deliver crossfunctional initiatives.
- Mentor support and help develop junior team members.
- Provide technical guidance on the use and maintenance of models and tools developed by the team.
Required qualifications capabilities and skills
- Advanced degree (masters or PhD) in a quantitative field or equivalent experience.
- Extensive familiarity with European power and gas markets including associated physical and financial products.
- Deep understanding of mathematical and numerical techniques used in valuation models including stochastic calculus probability theory optimisation and Monte Carlo methods.
- Strong programming skills with proficiency across languages (preferably including Python and C) with the ability to implement productionquality models efficiently.
- Commercial focus with effective communication skills and the ability to understand and anticipate desk needs and translate them into tangible deliverables.
Preferred qualifications capabilities and skills
- Experience with market fundamentals and forecasting models in power and gas.
- Ability to apply machine learning and data science techniques to commodities markets and models.
- Expertise in financial derivatives including exotic or multiasset options.
- Familiarity with the broader energy and commodities markets beyond power and gas.
Required Experience:
Exec
Key Skills
- Growing Experience
- Financial Acumen
- Management Experience
- Senior Leadership
- Operations Management
- Strategic Planning
- Sales Management
- Budgeting
- Economic Development
- Financial Report Interpretation
- Leadership Experience
- Financial Management
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
