China Securities Company - Quantitative Research - China Principal Trading – Vice President

Location: Shanghai, China

Job Family: Quant Analytics

About the Role

At JP Morgan Chase, we are a leading global financial services firm with a strong presence in Asia, particularly in China's dynamic markets. We are seeking a talented Vice President to join our Quantitative Research team supporting the China Principal Trading business in Shanghai. In this role, you will play a pivotal part in leveraging cutting-edge quantitative techniques to drive trading strategies, manage risks, and capitalize on opportunities in Chinese securities markets. As part of our Quant Analytics category, you will contribute to a high-impact team that combines rigorous academic research with practical trading applications, all while adhering to JP Morgan's commitment to innovation, integrity, and client success. Your primary focus will be on developing sophisticated models for pricing complex instruments, analyzing market data from platforms like the Shanghai and Shenzhen Stock Exchanges, and enhancing algorithmic trading frameworks. You will collaborate closely with traders, risk managers, and technology teams to translate quantitative insights into actionable strategies that optimize returns and minimize exposures in a principal trading context. This position demands a blend of deep technical expertise and market intuition, particularly in navigating the unique aspects of China's regulatory environment and high-growth financial landscape. Joining JP Morgan Chase offers unparalleled opportunities for professional growth in one of the world's most influential financial institutions. You will have access to state-of-the-art resources, including vast datasets, advanced computing infrastructure, and a global network of experts. This role not only allows you to influence high-stakes trading decisions but also positions you at the forefront of quantitative finance innovation in Asia. If you are passionate about applying mathematics and technology to real-world financial challenges, we invite you to bring your expertise to our Shanghai team and help shape the future of principal trading in China.

Key Responsibilities

• Develop and implement advanced quantitative models for pricing, risk assessment, and trading strategies in the China Principal Trading business
• Conduct in-depth research on market microstructures, volatility dynamics, and liquidity patterns specific to Chinese securities
• Collaborate with trading teams to optimize algorithmic trading systems and enhance execution efficiency
• Analyze large datasets from Chinese exchanges to identify alpha-generating opportunities and mitigate risks
• Backtest and validate quantitative strategies using historical and real-time market data
• Support the integration of machine learning techniques into trading models for predictive analytics
• Monitor and refine models to ensure compliance with internal risk policies and Chinese regulatory requirements
• Provide quantitative insights and recommendations to senior management for strategic trading decisions
• Mentor junior quants and contribute to the team's knowledge-sharing initiatives

Required Qualifications

• Master's or PhD degree in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or a related field
• Minimum of 5 years of experience in quantitative research or modeling within financial services, preferably in trading or risk management
• Strong proficiency in programming languages such as Python, C++, or R for developing quantitative models
• Deep understanding of financial markets, derivatives, and securities trading, with specific knowledge of Chinese markets
• Experience with statistical analysis, machine learning, and data-driven decision making in high-frequency or algorithmic trading environments
• Fluency in Mandarin Chinese and English, with excellent communication skills for cross-border collaboration

Preferred Qualifications

• Prior experience working in a principal trading desk or with China-based securities firms
• Familiarity with regulatory frameworks in China's financial markets, including CSRC guidelines
• Advanced knowledge of stochastic calculus, time series analysis, and optimization techniques
• Publication record in quantitative finance journals or contributions to open-source quantitative libraries

Required Skills

• Quantitative modeling and statistical analysis
• Programming in Python, C++, or MATLAB
• Financial derivatives pricing and hedging
• Machine learning and AI applications in finance
• Time series forecasting and econometrics
• High-frequency trading systems development
• Risk management and Value-at-Risk (VaR) modeling
• Data visualization and big data tools (e.g., SQL, Hadoop)
• Problem-solving and analytical thinking
• Team collaboration and cross-functional communication
• Attention to detail in model validation
• Adaptability to fast-paced trading environments
• Knowledge of Chinese financial regulations
• Stochastic processes and Monte Carlo simulations
• Ethical decision-making in quantitative research

Benefits

• Competitive base salary and performance-based bonuses aligned with JP Morgan's global compensation structure
• Comprehensive health, dental, and vision insurance coverage for employees and dependents
• Retirement savings plan with generous company matching contributions
• Paid time off, including vacation, sick leave, and parental leave policies
• Professional development opportunities through JP Morgan's internal training programs and tuition reimbursement
• Employee wellness programs, including gym memberships and mental health support
• Relocation assistance for international hires to Shanghai
• Access to JP Morgan's global employee stock purchase plan and financial planning services

JP Morgan Chase is an equal opportunity employer.