VP, Quant Research — Equity Derivatives Flow

J.P. Morgan
New York, US

Job Description

A leading global financial institution in New York, NY is seeking a Quantitative Research Vice President. This role involves driving and implementing advanced analytics for volatility trading and collaborating closely with traders. Required qualifications include a Master’s or Ph.D. in a quantitative field, strong programming skills in Python and C++, and 1+ years of equity modeling experience. The position offers a competitive total rewards package, including comprehensive benefits and compensation based on experience and role.

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Skills & Requirements

Technical Skills

PythonC++Equity modelingVolatility tradingAdvanced analyticsProgrammingQuantitative fieldQuantitative researchEquity derivatives flowVolatility tradingTraders

Level

senior

Posted

4/4/2026

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