Equity Derivatives Structuring [Multiple Positions Available]

DESCRIPTION:

Duties: Design, price, and structure equity derivative products for institutional clients, including put knock-outs on realized variance, variance swaps, knock-out variance swaps, cliquets, barrier options, and lookback options.

Develop structured notes, accumulators, and autocallables for retail clients.

Pitch products to a wide range of institutional clients.

Define payoff specifications, modeling assumptions, constraints, and economic terms.

Prepare term sheets and transaction documentation to support risk governance and approvals.

Implement quantitative pricing and risk models.

Perform scenario and sensitivity analysis to evaluate payoff behavior and risk characteristics across market regimes.

Present comparative analyses to stakeholders to guide product selection.

Coordinate with cross-functional teams to progress products through approval workflows and execution, ensuring alignment with control requirements and timelines.

Maintain and update pricing libraries and analytical tooling.

Prepare internal analyses and client facing materials that explain payoff mechanics, risk profiles, and transaction economics in decision ready formats.

Monitor risk sensitivities and exposures around issuance and lifecycle events; recommend hedging adjustments and follow up actions to trading teams.

Support transaction execution by validating inputs, confirming pricing outputs, and resolving issues arising during booking, trade capture, and settlement processes.

Review post trade outcomes and model performance.

Drive improvements to pricing logic, data inputs, controls, and operating procedures to enhance accuracy and efficiency.

This position requires up to 10% domestic and international travel to JPMC and client sites.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Mathematics of Finance, Computer Science, Finance, Financial Engineering, Economics, Mathematics, Statistics, or related field of study plus 7 years of experience in the job offered or as Equity Derivatives Structuring, Equity and Hybrids Derivatives Payoff Structuring, or related occupation.

The employer will alternatively accept a Bachelor's degree in Mathematics of Finance, Computer Science, Finance, Financial Engineering, Economics, Mathematics, Statistics, or related field of study plus 9 years of experience in the job offered or as Equity Derivatives Structuring, Equity and Hybrids Derivatives Payoff Structuring, or related occupation.

Skills Required: This position requires five (5) years of experience with the following: designing, pricing, and structuring equity and hybrid derivatives, including light exotic payoffs, structured notes, and synthetic convertible bonds, and coding payoffs in C++, Python, VBA, and Bloomberg DLIB; building Excel VBA models to support pricing, risk analysis, and term sheet calculations for structured products; applying Python for statistical analysis, back testing, optimization methodologies, and performance eva...