Job ref no.: CT3128817-01#5624

CIB - Exotic Rates Trading - Vice President

JPMorgan Chase Bank, N.A.

 

Duties:

Responsible for market-marking of interest rate exotics products for clients, including retail clients, asset management companies, insurance companies, pension funds and banks. Price and execute option and exotics products that include callable step-ups, callable range accrual, CMS curve leveraged steepener, mid-curve options, YCSO curve options, forward volatility agreement and cross-asset hybrids,etc. Communicate with clients along with the sales team to understand their investment/hedging requirements and suggest products and trade ideas in sync with their needs. Additionally, provide clients updates on market color and key trading flows. Manage the aggregative risk profile of trading book under various market environment scenarios using hedging strategies. Partner with the technology and middle office teams to efficiently manage pricing tools, platforms and risk management infrastructure. Work with quantitative research to improve the pricing models controls and risk management systems.

Qualifications:

  • Minimum education required: Bachelor's degree or equivalent in Finance/Economics, Mathematics, Computer Science or a related field.
  • Minimum experience required: 2 years of experience analyzing and/or trading interest rate derivative markets, or related experience.
  • Skills required: Must have experience trading interest rates swaps, options and exotics markets and knowledge of fixed income products. Must have quantitative experience in financial mathematics and derivatives pricing. Must have understanding of options pricing analytics and behavior of pricing models and risk management tools. Must have experience programming in Excel and VBA. Must have experience managing interest rate option risks including delta, vega, gamma and theta.

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More job information
Job ref no. CT3128817-01#5624
Salary
Job Function
Industry
Location
  • Central
  • Western District
Employment Term
  • Permanent
  • Full-time
Experience
  • 2 years - 7 years
Career Level
  • Non-management level
Education
  • Degree