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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 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 Equity Finance & Delta 1 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.
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
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
Advanced degree (Masters, PhD) in math, sciences, engineering or computer science
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 Python and C++
Financial knowledge of delta 1, equity derivatives, inventory management is a plus
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The firm invites all interested and qualified candidates to apply for employment opportunities.
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