Quantitative Trading & Research, Equity Derivatives Flow Vice President

JPMorgan Chase

Confirmed live yesterday High trust

Quick summary

Work type
On-site
Location
New York, NY
Posted
24 days ago
Freshness
Confirmed live yesterday

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Salary context

How this pay compares to similar roles

Similar $179k
$134k most similar roles pay here $223k

This listing doesn't post a salary. Most similar roles pay $143,662–$214,625.

Based on 240 similar postings.

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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.

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At a glance

TL;DR · Quantitative Trading & Research, Equity Derivatives Flow Vice President

As a Vice President on the Quantitative Trading & Research Team, you will focus on flow products within the Equity Derivatives group. You will partner with the trading desk to build analytics, develop pricing models, and enhance risk models for flow products. Your daily responsibilities include leading research into volatility surface calibration, designing client analytics tools for pre-trade and post-trade analysis, and creating hedging optimization frameworks. You will manage the full project lifecycle from prototyping to production deployment while building a data-driven ecosystem for trading and risk management. The role requires expertise in stochastic calculus, probability theory, numerical methods, and option theory. You must be proficient in Python, C++, and machine learning techniques. Additionally, you may utilize LLM-driven tools to automate analysis or accelerate model development within the equity derivatives market.

What you'll do

  • Develop, enhance, and maintain pricing and risk models for equity derivatives flow products.
  • Lead the research and implementation of volatility surface calibration and modeling.
  • Design and deliver client analytics tools for pre-trade and post-trade analysis.
  • Create hedging optimization frameworks to support trading operations.
  • Manage the full project lifecycle from initial prototyping to production deployment.
  • Build data-driven ecosystems to manage client flow and risk inventory.
  • Translate complex quantitative research into actionable insights for the trading desk.
  • Integrate machine learning and LLM-driven tools into quantitative research pipelines.

What we're looking for

  • Master's or Ph.D. in a quantitative discipline from a top-tier university.
  • 1–3 years of experience in equity modeling (preferred: equity derivatives).
  • Strong foundation in stochastic calculus, probability theory, and numerical methods.
  • Deep knowledge of option theory and equity derivatives products and markets.
  • Proficiency in Python, C++, and relevant numerical computing packages.
  • Experience with quantitative research techniques, data analysis, and machine learning.
  • Ability to communicate complex results to traders and deliver production-ready solutions.
  • Experience with market data, risk management, or LLM-driven tools (preferred).

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