We are now seeking applicants for a Vice President position within the Equity Finance & Delta 1 Quantitative Research team in Hong Kong.
About J.P. Morgan
J.P. Morgan is one of the most respected financial institutions in the world – which is why we can offer you an outstanding career. We have been doing first-class business in a first-class way for more than 200 years. Throughout our history, we have played a leading role in helping companies grow and markets develop. Globally we work together to deliver the best solutions and advice to meet our clients’ needs, anywhere in the world. We operate in more than 100 countries, and hold global leadership positions in each of our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients, shareholders and the firm every day.
Equity Finance & Delta 1 Quantitative Research
Quantitative Research (QR) at J.P. Morgan is an expert quantitative modeling group partnering with traders, marketers, and risk managers across all products and regions, with presence in Beijing, New York, London, Houston, Singapore, Hong Kong, Tokyo, Sydney and Sao Paulo.
J.P. Morgan Equity Finance & Delta 1 is looking for a strong senior quant to join their team in Hong Kong to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the pricing & risk of their products.
Work with the Delta 1 & Equity Finance desks, as well as technology and risk teams, to improve their risk & pricing workflow and implemented sophisticated tools & analytics accordingly. This requires enhancements to existing pricing models as much as the development of new models. A strong technology team will work alongside the quant team.
Risk & Pricing
Develop & enhance pricing models for valuing Delta 1 products
Improve the risk & pricing workflow for the desk
Develop software frameworks for analytics and their delivery to systems and applications
Provide day-to-day pricing support for the Delta 1 business
Inventory & Collateral Optimization
Optimization of collateral and inventory under various constraints arising from regulatory, contractual, capital, etc. requirements on one hand and expected duration, internal opportunities, etc. on the other
Devise solutions for improving the overall stability of our collateral and its respective uses
Develop mathematical models to project our inventory demand trends
Maintain adequate control functionality
Advanced degree (Masters, PhD) in math, sciences, engineering or computer science
3-5 years of work experience in a related field
Exceptional analytical, quantitative and problem-solving skills
Mastery of advanced mathematics arising in financial modeling (i.e. stochastic calculus, numerical analysis, probability theory, optimization / regression)
Strong software design and development skills, particularly in C++ and Python
Financial knowledge of delta 1, equity derivatives, inventory management is a plus
Complete online application, and submit your CV at JobConnect