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Equity Derivatives Structuring
| Company | JP Morgan Chase |
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| Location | New York, NY, USA |
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| Salary | $200000 – $200000 |
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| Type | Full-Time |
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| Degrees | Bachelor’s |
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| Experience Level | Mid Level |
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Requirements
- Bachelor’s degree in Engineering (any), Mathematics, Statistics, Finance, Economics or related field of study
- Three (3) years of experience in the job offered or as Equity Derivatives Structuring, Equity Derivatives Analyst, or related occupation
- Experience with mathematical modeling, statistical analysis, financial mathematics, and tools including Monte Carlo simulations, lattice models, finite difference methods, and stochastic and local volatility models
- Experience with financial markets and products including equity, fixed income and commodity markets, derivatives, and structured products
- Experience with options, futures, swaps, and other derivative instruments
- Using Python to integrate official index level calculation with risk system, publication system, reporting framework, automation and VBA
- Knowledge of financial regulations set by regulatory bodies including the Securities and Exchange Commission (SEC), FINRA and the Commodity Futures Trading Commission (CFTC)
- Building and analyzing financial models for pricing and valuing derivative products
- Understanding of market dynamics, including factors that influence equity prices, volatility, and correlations
Responsibilities
- Conduct research using various academic and industry sources to generate innovative trade, investable index and portfolio allocation ideas
- Collaborate with trading and sales teams to brainstorm and develop financial engineering related solutions for client requests
- Design and implement new investable indices utilizing back testing techniques
- Present and pitch trade ideas and strategies to sales teams and to clients and actively participate in client Requests for Proposals (RFPs)
- Develop and deliver trade-ready investable indices by implementing them within the JPMorgan infrastructure and configuring risk management systems
- Manage the setup and transmission of index levels on various public platforms such as Bloomberg and Refinitiv for official distribution
- Identify and resolve any breaks or discrepancies in index data, ensuring accuracy and consistency
- Price exotic derivative instruments for clients and structured products, such as Principal Protected Notes
- Price vanilla and exotic options for insurance clients such as calls, call spreads, dual directional options, digital options, cliquets
Preferred Qualifications
No preferred qualifications provided.
