Quantitative Research-Commodities

As a Quantitative Research, Commodities Associate/ Vice President at J.P. Morgan's Global Quants Group in Mumbai, you will have an exciting opportunity to work in a dynamic and growing team. You will partner with traders, technology and risk managers across all products and regions, contributing to valuation and risk management, portfolio optimization, and applying appropriate financial risk controls. **Key Responsibilities:** - Contribute to the firms Commodities business by working closely with the Trading and Technology teams globally. - Develop and improve derivative pricing models for Commodities. - Research and implement data-driven statistical models. - Develop and enhance the risk management platform to hedge and aggregate positions. - Build and enhance pricing and marking tools. - Provide desk support to help analyze Risk and P&L issues day to day. - Understand valuation and risk management of Commodities derivatives products. - Collaborate with traders and be proactive to access and learn J. P. Morgans highly sophisticated solutions. **Qualification Required:** - Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. - Strong programming background with proficiency in Python or C++. - Understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics. - Understanding of the mathematics involved in the valuation of financial products and strategies. - Experienced with object-oriented programming concepts. - Demonstrate exceptional analytical, quantitative, and problem-solving skills. - Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders. You are good at communicating concepts and ideas, also via written documentation, and you are keen to defend their validity and tailor messages to different audiences. J.P. Morgan's Global Quants Group in Mumbai, established in 2013, is a fast-growing team covering multiple asset classes across geographies. The team is deeply integrated with the Investment Banking business, facilitating deals and transactions by providing vital research and insight. As a Derivatives Quant in the QR Commodities team, you will design, build, and risk manage commodities products while developing sophisticated mathematical pricing models and cutting-edge methodologies. Your role will involve partnering with traders, technology, and risk managers globally to contribute to valuation and risk management, portfolio optimization, and financial risk controls.,