Quantitative Research – EMEA Commodities – Vice President

JOB DESCRIPTION

The Agricultural Products Quantitative Research team's mission is to develop and maintain mathematical models, methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, and to provide analytical support to the trading desks and other stakeholders.

Job summary:

As a Vice President within Quantitative Research, EMEA Commodities team, you will be supporting the global Agricultural Products business. To be a successful candidate, you need to be business driven and to have previous quantitative experience, preferably in commodities markets. Your skillset should feature an extensive knowledge of quantitative methods, including valuation of derivatives and risk modelling, as well as expertise in a variety of programming languages (e.g., Python, C++). This is a front office role, and excellent communication skills are essential.

Job responsibilities:

• Develop pricing models and risk management strategies for the Agricultural Products business
• Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
• Provide support to internal clients with the existing library of models and structures through troubleshooting and fixing model-related issues
• Develop and enhancing the risk management platform used by traders to hedge trades and aggregate positions
• Work closely with the trading and sales teams to solve problems and identify opportunities

Required qualifications, capabilities, and skills:

• Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience with advanced math models and their efficient implementation
• Experience in a front-office trading environment, preferably in commodities. Experience in derivatives pricing models and hedging techniques.
• Strong programming skills (Python, C++) with several years of programming experience.
• Business driven, excellent communication. Strong attention to detail, able to take the lead on projects

Preferred qualifications, capabilities, and skills:

• Experience with commodities markets

ABOUT US

J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

ABOUT THE TEAM

J.P. Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.