Quantitative Trading & Research – Global Clearing – Vice President
JPMC Candidate Experience page · Posted Apr 2, 2026
- New York, New York, United States
- 5+ years
Lead the design, delivery, and governance of risk and pricing analytics and models across F&O and OTC derivatives for the Global Clearing team.
Compensation
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions.
Responsibilities
- Own delivery of front‑office risk/pricing analytics and margin solutions
- Lead end‑to‑end initiatives from problem framing to production deployment
- Design and enhance margin and derivative models
- Serve as model owner managing roadmaps and controls
- Build and productionize analytics for intraday/EoD automation
Requirements
- Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science
- Nice to have: curve building multi‑curve frameworks
- Nice to have: SABR
- Nice to have: Heston
- Nice to have: local/stochastic volatility