E-Markets [Multiple Positions Available]
JPMorgan Chase & Co. · New York City, New York, US
DESCRIPTION: Duties: Lead the design and implementation of automated systems for options pricing, hedging, and quoting, emphasizing enhancements in speed and...
Job description
DESCRIPTION: Duties: Lead the design and implementation of automated systems for options pricing, hedging, and quoting, emphasizing enhancements in speed and accuracy. Serve as technical lead for analytical tool building for both live volatility trading analysis and historical research backtesting framework. Provide sophisticated algos to help drive trading decisions with intensive research on volatility signals and applying optimization techniques. Lead automated options pricing systems for North America, expanding coverage to the Index desk with responsibilities in pricing, quoting, and model development. Provide daily desk support for operational issues. Collaborate closely with trading desk, research team, and development technology team. QUALIFICATIONS: Minimum education and experience required: Ph.D. in Engineering (any), Mathematics, Statistics, Financial Engineering, Computer Science, Operation Research or related field of study plus 3 years of experience in the job offered or as E-Markets, Quantitative Research Associate, Data Scientist or related occupation.. The employer will alternatively accept a Master's Degree in Engineering (any), Mathematics, Statistics, Financial...