Quant jobs / JPMorgan

Quantitative Trading & Research – Equity Derivatives Exotics

A junior quant role in JPMorgan's equity derivatives QTR team, working on exotic products. The immediate focus is risk management and lifecycle modelling.

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 a risk and lifecycle modelling framework for exotic books across regions
Implement pricing models in a C++ and Python setup
Use machine learning to help design new payoffs
Write model documentation to support approvals
Explain model behaviour and run scenarios for the trading desk

What they ask for

Required

Master's or PhD in a quantitative field
1-3 years in derivatives quant research
C++ and Python
Statistics and machine learning
Equity derivatives pricing models
Monte Carlo and finite-difference PDE methods
Front-office quant experience

Preferred

Risk management frameworks and regulation

Education: Master's or PhD in a quantitative field
Experience: 1-3 years in derivatives quantitative research
Languages and tools: C++
Python
Markets: equities, options

How to prepare

Price autocallables and barrier options with both Monte Carlo and PDE solvers
Learn local and stochastic volatility models and their calibration
Build a C++ pricing core with a Python wrapper
Study payoff lifecycle events such as barriers, coupons and knock-ins

What to study

The Derivatives Pricing 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.