QR EDG Vice President
JP Morgan · mumbai, India
quantitativemathematicsprogrammingrisk managementderivativesc++pythonportfolio optimizationexperienced
Job Description
As Vice President within the Quantitative Trading and Research EDG team, you will focus on pricing exotic products, designing hedging strategies, optimizing portfolios, and driving product innovation. Responsibilities include developing mathematical models for derivatives pricing, assessing model risk, and implementing risk measurement tools. Strong programming skills in C++/Python and excellent communication abilities are essential.
Qualifications
Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
Skills Required
- quantitative
- mathematics
- programming
- risk management
- derivatives
- c++
- python
- portfolio optimization
Location
City: mumbai · Country: India