Company Name:-
JPMorgan Chase Bank, N.A.

Job Location:-
London

Job Summary:-
About Quantitative Research
Quantitative Research (QR) is an expert quantitative modeling group in J.

P.

Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management.

As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Opportunity
The QR Systematic Trading group is looking for a quantitative researcher for the Equity Derivatives Flow business.

The group’s objective is to drive the automation and optimization of volatility trading, which includes pricing and hedging client trades, managing portfolio risks, market making and electronic execution.

The role involves contributing to all these fronts in partnership with the trading desks, by making extensive use of data and AI.

To be a successful candidate, you need to be business driven and to have previous quantitative experience in a Bank or a Hedge Fund, ideally in the equity option markets.

Your skillset should feature an extensive knowledge of quantitative methods and AI applied to financial markets, including risk modelling, alpha research and general data science, as well as a strong expertise in programming languages (python, TensorFlow, KDB).

Finally, excellent communication skills are essential for the role.

In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants.

Through the diversity of the businesses it supports and the variety of functions that it is responsible f

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