JPMorgan Chase
Quantitative Trading & Research - Energy - Executive Director
$200K–$350K
New York, NY · Director · Full-time · Posted Sep 25, 2026
- Experience
- 5y+ hands-on experience as a quant supporting physical Power and/or Natural Gas trading.
- Education
- Advanced degree (master's or PhD) in a quantitative field, or equivalent experience.
About the job
Leads quantitative modeling and research for physical and financial Power and Gas trading, building production pricing, risk, and trading tools for North American desks.
What you'll do
- Own physical and financial Power and Gas pricing and risk models from research through production, governance, and documentation.
- Model physical market drivers and build front-office pricing, calibration, and back-testing tools.
- Partner with trading and sales on commercial opportunities and contribute to systematic trading research.
What they ask for
- Advanced degree (master's or PhD) in a quantitative field, or equivalent experience.
- 5y+ hands-on experience as a quant supporting physical Power and/or Natural Gas trading in a front-office or equivalent commercial setting.
- Experience building valuation models for physical assets and optionality, including generation, storage, or transport capacity.
- Working knowledge of ISO/RTO Power markets, Gas transport and storage, and locational basis; ability to implement models to production standard.
Nice to have
- Developing or back testing systematic trading strategies in commodities.
- Renewables and the modeling challenges introduced by intermittent generation.
Pay
$200,000.00-$350,000.00 USD base salary
Tools
Python, stochastic calculus, probability, optimization, Monte Carlo
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