CIB QR – Quantitative Research – Equity Finance – VP / ED

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • J.P. Morgan
  • 16 Jul 18 2018-07-16

CIB QR – Quantitative Research – Equity Finance – VP / ED

We are now seeking applicants for a Vice President / Executive Director position within the Equity Finance & Delta 1 Quantitative Research team in Hong Kong.

About J.P. Morgan

J.P. Morgan is one of the most respected financial institutions in the world - which is why we can offer you an outstanding career. We have been doing first-class business in a first-class way for more than 200 years. Throughout our history, we have played a leading role in helping companies grow and markets develop. Globally we work together to deliver the best solutions and advice to meet our clients' needs, anywhere in the world. We operate in more than 100 countries, and hold global leadership positions in each of our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients, shareholders and the firm every day.

Equity Finance & Delta 1 Quantitative Research

Quantitative Research (QR) at J.P. Morgan is an expert quantitative modeling group partnering with traders, marketers, and risk managers across all products and regions, with presence in Beijing, New York, London, Houston, Singapore, Hong Kong, Tokyo, Sydney and Sao Paulo.

J.P. Morgan Equity Finance & Delta 1 is looking for a strong senior quant to lead their team in Hong Kong to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the pricing & risk of their products.


Work with senior stakeholders in the Equity Finance & Delta 1 businesses, as well as technology and risk teams, to drive the implementation of sophisticated tools / analytics and advance their risk / pricing workflow. This requires the development of new innovative models, as well as enhancements to existing models, that cover the areas below. A strong technology team will work alongside the quant team.

Inventory Optimization & Analytics

  • Optimization of collateral and inventory under various constraints arising from regulatory, contractual, capital, etc. requirements on one hand and expected duration, internal opportunities, etc. on the other
  • Devise solutions for improving the overall stability of our collateral and its respective uses
  • Develop mathematical models to produce analytics used to identify market trends

Risk & Pricing
  • Develop & enhance pricing models for valuing Delta 1 products
  • Improve the risk & pricing workflow for the desks
  • Develop software frameworks for analytics and their delivery to systems and applications

  • Advanced degree (Masters, PhD) in math, sciences, engineering or computer science
  • 7-10 years of work experience in a related field
  • Exceptional analytical, quantitative and problem-solving skills
  • Mastery of advanced mathematics arising in financial modeling (i.e. stochastic calculus, numerical analysis, probability theory, optimization / regression)
  • Strong software design and development skills, particularly in C++ and Python
  • Experience managing a quantitative team
  • Financial knowledge of delta 1, equity derivatives, inventory management is a plus
  • Complete online application, and submit your CV at JobConnect