Job ref no.: CT3117352-01#5252

CIB QR V Quantitative Research, Systematic Trading, Vice President

JP Morgan Chase

This is a newly created role in our APAC Equity Quantitative Research Systematic Trading team, covering D1, warrants, CBBC and option market making, focusing on the quantitative optimization of systematic trading algorithms. You will work in close collaboration with Index & Single Stocks Equity Derivatives traders to optimize trading operations. This covers market making algorithms, risk management (Delta and Vega hedging), derivatives portfolio optimization, systematic relative value analysis, trading signals & strategies as well as improving the efficiency of execution.

  • 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


Interested parties please click Apply Now 

All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.

More job information
Job ref no. CT3117352-01#5252
  • N/A
Job Function
Employment Term
  • Full-time
  • 5 years - 10 years
Career Level
  • Middle management level
  • Master's degree