Quant jobs / JPMorgan
Quantitative Trading & Research – Energy (Power and Gas), Executive Director
A senior build role in JPMorgan's energy quant team, acting as the lead quantitative partner to the North American Power and Gas desks as the physical business grows.
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.
- Own the modelling agenda for physical power and gas pricing and risk
- Value generation, storage and transport optionality
- Deliver calibration, pricing and backtesting tools to the front office
- Lead projects and set priorities across the team
- Contribute to systematic energy trading research
What they ask for
Required
- Master's or PhD in a quantitative field, or equivalent
- 5+ years as a quant on physical power and/or gas
- Valuation of physical assets and optionality
- ISO/RTO power and gas market knowledge
- Stochastic calculus, optimisation, Monte Carlo
- Python
- Track record of models in desk use
Preferred
- Commodity systematic strategy backtesting
- Renewables modelling
- Education
- Master's or PhD in a quantitative field, or equivalent experience
- Experience
- 5+ years as a quant on physical power and/or gas
- Languages and tools
- Markets
- commodities
How to prepare
- Build and calibrate a multi-factor power price model with spikes and mean reversion
- Price a swing or storage contract numerically
- Study how basis and shape drive physical value
- Practise explaining model risks to a trader in plain terms
What to study
- Derivatives Pricing and Computational Finance
- Linear Algebra, Optimisation and Numerical Methods
- Python for Quantitative Finance
- Quantitative Risk Management
The Energy Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.
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