JPMorgan Chase & Co,
CIB \u2013 Global Rates & Rates Exotics \u2013 Options Trading \u2013 AnalystAbout J.P. Morgan Corporate & Investment Bank\u00a0J.P. Morgan\u2019s Corporate & Investment Bank (CIB) is a global leader across banking, markets and investor services. The world\u2019s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.\u00a0Responsibilities:Responsible for market making of USD interest rate option products for clients, including asset management companies, insurance companies, hedge funds, government-sponsored enterprises, financial institutions, and corporate clients. Price and execute option products that include swaptions, libor cap floor straddles, CMS swaps, CMS caps floor straddles, treasury options, Eurodollar options, vanilla swaps, averaging and arrear swaps. Communicate with clients along with the sales team to understand their hedging requirements and suggest products and trade ideas in sync with their needs. Additionally, provide clients updates on market color and key trading flows. Manage the aggregative risk profile of trading book under various market environment scenarios using hedging strategies. Partner with the technology and middle office teams to efficiently manage pricing tools, platforms and risk management infrastructure. Work with quantitative research to improve the pricing models controls and risk management systems.\u00a0Qualifications:
Minimum education required:\u00a0Bachelor\u2019s degree or equivalent in Finance, Economics, Business Management or a related field.\u00a0
Minimum experience required:\u00a05 years of experience analyzing and/or trading interest rate derivative markets, or related experience.
Skills required:\u00a0Must have experience trading interest rates swaps and options markets and knowledge of fixed income products.\u00a0 Must have quantitative experience in financial mathematics and derivatives pricing. Must have understanding of options pricing analytics and behavior of pricing models and risk management tools.\u00a0 Must have experience programming in Excel and VBA. Must have experience managing interest rate option risks including delta, vega, gamma and theta.
See Job Description
JPMorgan Chase & Co,
Website : http://www.jpmorganchase.com
JPMorgan Chase (NYSE: JPM) is one of the oldest financial institutions in the United States. With a history dating back over 200 years, here's where we stand today: JPMorgan Chase (NYSE: JPM) is one of the oldest financial institutions in the United States. With a history dating back over 200 years, here's where we stand today: