Quant jobs / JPMorgan

Quantitative Trading & Research – Energy Commodities

A front-office-aligned quant role in JPMorgan's Energy Quantitative Research team, starting with North American power and gas. You would own pricing and risk models from research to production.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build pricing and risk models for vanilla and structured energy products
Create calibration, pricing and strategy backtesting tools for the desk
Support new commercial opportunities with traders and sales
Provide analysis for front-office and control teams
Lead projects and support model users

What they ask for

Required

Master's or PhD in a quantitative field, or equivalent
Stochastic calculus and probability
Optimisation and Monte Carlo
Python and C++ for production models
Commercial focus and communication with desks

Preferred

Energy and commodities market knowledge

Education: Master's or PhD in a quantitative field, or equivalent experience
Experience: Not stated; Associate/VP level
Languages and tools: Python
C++
Markets: commodities

How to prepare

Price commodity options and swaps and calibrate forward curves with seasonality
Implement a Monte Carlo pricer with Python and C++ components
Learn power and gas market basics including physical versus financial products
Build a simple commodity strategy backtest

What to study

The Energy Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on JPMorgan’s site before applying: requirements, location and pay can change after we check them.

View the posting on JPMorgan’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with JPMorgan and doesn’t handle applications.