JPMorgan Chase & CompanyJOB TITLE: VP, Quantitative ResearchLOCATION: 383 Madison Ave, New York, NY 10017. Telecommuting permitted up to 20% of the week.DUTIES: Research and design analytical platform for risk management of cross market (Rates, Commodities, Equities, etc.) and cross asset portfolios (Quantitative Investment Strategies). Analyze and architect hedge planning and trade execution platform for cross market (Rates, Commodities, Equities, etc.) and cross asset portfolios (Quantitative Investment Strategies). Act as primary QR coordinator to deliver platform of risk transfer trading workflows for cross market (Rates, Commodities, Equities, etc.) and cross asset portfolios (Quantitative Investment Strategies). Project management of cross- functional/business initiatives, influencing and coordinating efforts across Trading, Structuring, Technology and Quantitative Research. Identify and analyze business needs and define scope and requirements of deliveries with traders; Assign tasks and provide guidance to entry-level team members; Lead people initiatives including mentorship program. Provide business-aligned pre- and post-trade support.REQUIREMENTS: Master’s degree in Mathematics in Finance, Mathematics, Computer Science, Finance, Physics, or related field of study plus Two [2] years of experience in the job offered or as Quantitative Research, Risk Management or related occupation. Requires experience in the following: Pricing and risk analysis of Quantitative Investment Strategies (QIS), including volatility and dispersion strategies consisting of options, stocks, variance swaps, futures; Reactive, event-driven, dependency graph pricing and computation, and connection to C++ pricing library in Python; Analyzing large trading and risk datasets containing reference, market and position data of global trading portfolios; Object oriented and relational DB querying and update data in a reactive environment with historical period; Implementation of the index rules of QIS consisting of options, stocks, variance swaps, futures; Implementation of the decomposition logic of QIS and baskets of QIS consisting of options, stocks, variance swaps, futures; Implementation of risk visualization tools and reconciliation for bank's trading desk utilizing client server and object oriented technologies.. Full-time. Salary: $205,000 - $285,000 per year. To apply for this position, please email your resume to my.resume@jpmchase.com with following job ID clearly indicated: [MR-VQ-RN-0627]. JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V.

Minimum Salary: 205,000 Maximum Salary: 285,000 Salary Unit: Yearly