Quantitative Research-commodities

**JOB DESCRIPTION**

J.P. Morgan’s Global Quants Group in Mumbai was set up in 2013 as an extension of the Firm’s global quants teams around the world. It is a fast-growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.

**Responsibilities**:

- Contribute to the firm’s Commodities business by working closely with the Trading and Technology teams globally. As a Quant, you’ll have the chance to:

- Develop and improve derivative pricing models for Commodities
- Research and implement data driven statistical models
- Develop and enhance the risk management platform to hedge and aggregate positions
- Build and enhance pricing and marking tools
- Provide desk support to help analyze Risk and P&L issues day to day
- Understand valuation and risk management of Commodities derivatives products
- Collaborate with traders and be proactive to access and learn J. P. Morgan’s highly sophisticated solutions.

**Required experience, skills and qualifications**:

- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
- Strong programming background with proficiency in Python or C++.
- Understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics.
- Understanding of the mathematics involved in the valuation of financial products and strategies.
- Experienced with object-oriented programming concepts.
- Demonstrate exceptional analytical, quantitative, and problem-solving skill.
- Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders; You are good at communicating concepts and ideas, also via written documentation, and you are keen to defend their validity and tailor messages to different audiences.

**Preferred experience, skills and qualifications**:

- Experience of financial markets
- Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations.
- You are interested in quantitative research within global markets.
- You understand the different types of financial risk and you can discuss in detail ways of managing these risks.
- You are interested in working in a front-office environment.
- You have good practical knowledge of derivatives pricing and risk management of vanilla options and volatility products.
- A mindset of robust solution design.

**ABOUT US**

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

**ABOUT THE TEAM**

The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.