E-Markets [Multiple Positions Available]

DESCRIPTION:

Duties: Lead the design and implementation of automated systems for options pricing, hedging, and quoting, emphasizing enhancements in speed and accuracy.

Serve as technical lead for analytical tool building for both live volatility trading analysis and historical research backtesting framework.

Provide sophisticated algos to help drive trading decisions with intensive research on volatility signals and applying optimization techniques.

Lead automated options pricing systems for North America, expanding coverage to the Index desk with responsibilities in pricing, quoting, and model development.

Provide daily desk support for operational issues.

Collaborate closely with trading desk, research team, and development technology team.

QUALIFICATIONS:

Minimum education and experience required: Ph.D.

in Engineering (any), Mathematics, Statistics, Financial Engineering, Computer Science, Operation Research or related field of study plus 3 years of experience in the job offered or as E-Markets, Quantitative Research Associate, Data Scientist or related occupation..

The employer will alternatively accept a Master's Degree in Engineering (any), Mathematics, Statistics, Financial Engineering, Computer Science, Operation Research or related field of study plus 5 years of experience in the job offered or as E-Markets, Quantitative Research Associate, Data Scientist or related occupation.

Skills Required: This position requires experience with the following: Artificial intelligence, machine learning, and statistical methods as applied to financial markets; Quantitative techniques for risk modeling, transaction cost analysis, and volatility modeling; Developing and implementing parametric implied volatility models and stochastic local volatility models; Conducting signal optimization; Designing and building complex quantitative models using programming languages such as Python, KDB or C++; Using Python, Pytorch, and Sklearn to implement machine learning algorithms, develop analytics pipelines, and support research infrastructure; Using machine learning techniques (including Linear Regression, decision trees, clustering, and neural networks) and programming packages (including Sklearn, TensorFlow, and statsmodels) to solve problems related to financial modeling, analyze financial and alternative datasets, and communicate quantitative findings through written reports or presentations.

Job Location: 270 Park Ave, New York, NY 10017.

Full-Time.

Salary: $205,000 - $285,000 per year

JPMorganChase, 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 ...