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CIB QR - Quantitative Research AAO (Analytics, Automation & Optimization) - Systematic Trading - Vice President / Executive Director
September 11, 2019
Quantitative Research forSystematic Trading
Quantitative skills are at the core of J.P. Morgan's capabilities,contributing critically to the competitiveness and innovative power of ourfirm. The team's mission is to develop cutting-edge next generation analyticsand processes to transform, automate and improve the trading operations of ourCash, Delta One and Derivatives businesses. We work closely with traders todevelop data-driven solutions such as algorithmic strategies (high to lowfrequency), trading signals, risk models, portfolio optimization,recommendation engines, flow categorization and clustering... - and to ultimatelycombine them into automated trading processes.
We are seeking individuals experienced in equity derivatives andpassionate in areas such as electronic trading, portfolio optimization, alpharesearch, advanced techniques such as machine learning & reinforcementlearning... with a keen interest to apply these techniques to financial marketsand have a transformational impact on the business.
Roles and responsibilities include
Work closely with Exotics & Flow equity derivatives trading desks to build analytics and data-driven processes that automate and optimize derivatives trading quantitatively. This includes: alpha research for volatility, optimal hedging for option portfolios, listed option algorithmic execution, derivatives market making, volatility analytics
Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and strategies, support their daily usage and analyse their performance
Leverage on a wide range of advanced techniques such as optimization, machine learning & reinforcement learning
Extensive experience as an Equity Derivatives quant in a top Investment Bank or Hedge Fund (VP level)
Earned a MS, PhD or equivalent degree program in machine learning, mathematics, statistics, econometrics, financial engineering, computer science, operational research, physics or chemistry
Strong software design and development skills using Python, C++, KDB. Ability to manipulate and analyze complex, large scale, high-dimensionality data from varying sources (use of TensorFlow and other standard machine learning packages)
Experience in electronic trading, portfolio analytics (risk modelling, portfolio optimization), trading strategies (high to low frequency: market making, statistical arbitrage, option trading...), derivatives pricing and risk management
Exceptional analytical, quantitative and problem-solving skills, as well as the ability to communicate complex research in a clear and precise manner
Autonomy, excellent communication, strong motivation and interest in electronic trading and equity markets. Entrepreneurial spirit and passion for spreading a culture of change towards data-driven decision making
Internal Number: 6500588
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