Job ref no.: CT3114386-01#5645

CIB QR V Quantitative Research, Systematic Trading, Vice President

JP Morgan Chase

  • Supporting the existing warrants/option market making business
  • Developing option market making, hedging algorithms and associated post-trade analysis
  • Improving the existing research/simulation platform
  • Alpha research and strategy back-testing
  • Enhancing in-house parametric volatility models and volatility fitting techniques
  • Leveraging trading signals to optimize derivatives portfolio risk management

  • A PhD or Master’s Degree in a quantitative discipline from a top-tier institution
  • Strong problem-solving abilities and communication skills
  • Experience with market making techniques and Algorithm development
  • Good expertise in statistical modelling & optimization, including standard techniques, linear, convex & conic optimization
  • A strong coding background with proficiency in C++, Python and relevant quantitative packages (numpy, pandas)
  • Excellent knowledge of derivatives pricing and risk management theory, vanilla options and volatility products
  • Knowledge of standard factor models such as Barra is a plus


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More job information
Job ref no. CT3114386-01#5645
  • N/A
Job Function
  • 0 year - 5 years
Career Level
  • Senior management level
  • Master's degree