Equity Derivatives Structuring

JPMorgan Chase & CompanyJOB TITLE: Equity Derivatives StructuringLOCATION: 383 Madison Ave, New York, NY 10179. This position requires up to 10% domestic travel.DUTIES: 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 participating in client Requests for Proposals (RFPs). Develop and deliver of 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.REQUIREMENTS: Bachelor's degree in Engineering (any), Mathematics, Statistics, Finance, Economics or related field of study plus three (3) years of experience in the job offered or as Equity Derivatives Structuring, Equity Derivatives Analyst, or related occupation. This position requires experience with the following: mathematical modeling, statistical analysis, financial mathematics, and other tools including Monte Carlo simulations, lattice models, finite difference methods, and stochastic and local volatility models for structuring and pricing complex derivative products; financial markets and products including, equity, fixed income and commodity markets, derivatives, and structured products; 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 to bring out efficiency while backtesting strategies; financial regulations set by regulatory bodies including the Securities and Exchange Commission (SEC), FINRA and the Commodity Futures Trading Commission (CFTC), to ensure compliance in structuring derivative products and investable indices; Building and analyzing financial models for pricing and valuing derivative products; market dynamics, including factors that influence equity prices, volatility, and correlations; Building and analyzing financial models for pricing and valuing derivative products by being aware of market dynamics including factors that influence asset prices, volatility, and correlations for the payoffs and risk profiles of equity derivative products including equity options, equity swaps, variance swaps, structured notes. Full-time. Salary: $200,000 - $200,000 per year. To apply for this position, please email your resume to with following job ID clearly indicated: [MR-EDS-RN-045331.002511]. JPMorgan Chase & Co. is an Equal Opportunity and Affirmative Action Employer, M/F/D/V.

Minimum Salary: 200,000

Maximum Salary: 200,000

Salary Unit: Yearly