This listing doesn't post a salary. Most similar roles pay
$130,750–$202,241.
Based on 239 similar postings.
Employer
About JPMorgan Chase
JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.
JPMorgan Chase currently has
1117 open roles
on FindRole.
Listed pay typically runs
$186,160–$215,000
across 7 roles with salary data.
As a Cross Capital Structure Trader, you will manage portfolios by executing trades across credit derivatives, equity derivatives, volatility products, corporate bonds, equities, and ETFs to achieve high risk-adjusted returns. You will collaborate with investment officers and risk teams to develop strategies using advanced quantitative modeling, statistical analysis, and systematic backtesting while monitoring portfolio performance via real-time dashboards. The role involves building relationships with trading desks to gather macro research and partnering with technology teams to enhance data acquisition tools. Required expertise includes financial engineering, derivative pricing, stochastic simulations, and machine learning. You must be proficient in Python, including libraries like numpy, pandas, and scikit-learn, as well as C++, C#, MATLAB, Java, Excel VBA, JavaScript, and SQL. The work focuses on solving complex problems in credit default swaps, equity options, index futures, and cross-asset relative value strategies.
Execute trades across credit derivatives, equity derivatives, volatility products, corporate bonds, equities, and ETFs to achieve high risk-adjusted returns.
Develop investment strategies using advanced quantitative modeling, statistical analysis, and systematic backtesting.
Identify, assess, and monitor portfolio risks through rigorous model validation and scenario analysis.
Build and maintain relationships with counterparties to gather and filter cross-asset and macro research.
Monitor daily portfolio performance using real-time risk and performance dashboards.
Develop and enhance tools for data acquisition, analytics, and reporting in collaboration with technology teams.
Expand the investment mandate into macro markets, investment grade credit, high yield credit, CDS, and CDX.
What we're looking for
Bachelor's degree in Mathematics, Finance, Financial Engineering, Computer Science, or a related quantitative field.
Seven years of experience as a Cross Capital Structure Trader, Quantitative Analyst, Quantitative Researcher, or similar role.
Six years of experience in financial engineering, derivative pricing, stochastic simulations, and statistical market modeling.
Six years of experience with programming languages including Python, C++, C#, MATLAB, Java, Excel VBA, JavaScript, and SQL.
Five years of experience developing/validating financial models for fair value estimation, risk assessment, and backtesting.
Five years of experience using Python libraries like numpy, pandas, statsmodels, and scikit-learn for data processing and modeling.
Five years of experience building dashboards using SQL, Tableau, and Python visualization libraries like matplotlib and Plotly.
Three years of experience in credit derivative, equity derivative, and volatility trading across various asset classes.
Python
KDB
C++
Java
Machine Learning
Data Analytics
Statistical Modeling
Backtesting
Risk Management
Derivatives Pricing
Feature Engineering
Signal Research
Software Engineering
AI