JPMorgan Chase
Quantitative Trading & Research - Energy - Vice President
$200K–$285K
New York, NY · Director · Full-time · Posted Sep 25, 2026
- Experience
- 3y+
- Education
- Advanced degree (master's or PhD) in a quantitative field, or equivalent experience.
About the job
Builds and owns valuation models, risk infrastructure, and front-office tools for physical and financial Power and Gas trading, while contributing to systematic trading research.
What you'll do
- Own pricing and risk models end to end, from research and design through production implementation, governance, and documentation.
- Model physical value drivers, including generation and load fundamentals, transport constraints, storage, locational basis, and shape.
- Build pricing, calibration, and back-testing tools; partner with trading and sales and contribute to systematic trading research.
What they ask for
- Advanced degree (master's or PhD) in a quantitative field, or equivalent experience.
- 3y+ 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, such as generation, storage, or transport capacity.
- Working knowledge of ISO/RTO Power markets, Gas transport and storage, and locational basis; strong mathematical and programming skills to implement models to production standard.
Nice to have
- Developing or back testing systematic trading strategies in commodities.
- Renewables and the modelling challenges introduced by intermittent generation.
Pay
$200,000.00-$285,000.00 (base salary)
Tools
Python, Monte Carlo
Model-written summary · the original posting is authoritative