full-time
Quantitative Research [Multiple Positions Available]
JPMorgan Chase & Co.
- Employer
- JPMorgan Chase & Co.
- Location
- New York
- Working pattern
- on-site
- Salary
- $200,000–$285,000 / year
About the role
The role involves driving the research, development, and enhancement of derivative pricing and cross-asset diffusion models for commodities and foreign exchange. Additionally, the position provides quantitative support to trading desks through risk decomposition, hedging evaluation, and profit-and-loss attribution. Candidates must hold a Master's degree in Financial Engineering, Statistics, or a related field, along with at least three years of relevant experience. Proficiency in C++, stochastic calculus, and quantitative modeling for financial markets is required.