Index Rebalance and Program Trading Risk Trader - Vice President
Aumni
Job Description
Our sales and trading professionals work in coordination with our capital markets professionals to help issuers access the equity markets as a top-tier equity underwriter.
As a Vice President in the Asia Pacific Program Trading team you will work alongside: Cash Trading, Linear Quant Research, Equities Technology; to manage incoming client equity trade flow in a systematic and efficient way.
The Equities business at J.P. Morgan provides a full complement of equity and equity-linked solutions to institutional investor clients — from ideas and insights from top-ranked analysts, to high-touch sales and trading services, to world-class algorithmic and electronic trading capabilities. Our sales and trading professionals work in coordination with our capital markets professionals to help issuers access the equity markets as a top-tier equity underwriter.
Job Responsibilities
- Work as a trader on the US Program Trading (PT) Risk team.
- Use strong markets & trading expertise to maintain & improve PT Risk economic performance.
- Predict Index rebalancing events and test related trading strategies.
- Utilize portfolio construction models to hedge and reduce the risk associated with portfolio management strategies.
- Research, risk manage client risk trades around index rebalance situations.
- Have significant interaction with Trading, ECM and sales teams across the Equities division including Delta 1, High Touch, ETF and Central Risk Book (CRB) teams.
Required qualifications, capabilities, and skills
- Undergraduate, Graduate in Quantitative degree.
- Experience risk managing large portfolios, fluency in factor risks.
- Exposure to statistical modelling, time series or other data modelling experience.
- Very self-motivated, willing to be part of a very dynamic and competitive team.
- Strong communication skills – must be able to effectively engage with a diverse set of partners and dependents to the Equities Central Risk trading effort.
- Coding experience in Python is a plus.
- Knowledge of kdb/q is a plus.