Executive Director - Structuring

DESCRIPTION:

Duties: Manage a team responsible for the research and design of new quantitative trading strategies, focusing on alpha and risk premia research in commodities and rates markets.

Code backtests and tie out with quant research partners.

Prepare client pitches and detail rationale for strategies.

Remote and in person client engagement to help sell strategies.

Coordinate strategy development and production release with technology, trading and sales partners.

Maintain intelligence on competitor products, and evolving client business needs.

Stress test strategies to evaluate impact of market events.

Conduct robustness check to model specification to control for overfitting.

Survey changes of market structure.

Impact evaluation on potential strategies.

Manage and train junior members of the team.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Finance, Applied mathematics, Financial Engineering or related field of study plus 6 (Six) years of experience in the job offered or as Quantitative Research, Structuring, or related occupation.

Skills Required: Requires experience in the following: systematic trading of both commodities and rates, including fundamentals of each market, specifications of related instruments including futures and options, institutional flow dynamics and main risk factors including macro and idiosyncratic risks on both flat price and curve exposures; Python; financial engineering; Statistics; stochastic calculus; markets and derivatives; market risk; Quantitative finance modeling; develop and market structured products; client analysis and data testing; fundamental commodities analysis; fundamental rates analysis; technical analysis; client and public presentation; detailed knowledge of systematic investing regulations, including EU BMR regulations.

Job Location: 383 Madison Ave, New York, NY 10017.

Full-Time.

Salary: $300,000 - $350,000 per year.

JPMorgan Chase & Co., 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 over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location.

For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions.

We also offer a range of benefits and programs to meet employee needs, based on eligibility.

These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health su...