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Design, price, and structure equity and hybrid derivative products for institutional and retail clients. Implement and maintain quantitative pricing and risk models (Monte Carlo, local/stochastic volatility, jumps), produce term sheets and pitch materials, coordinate approvals and execution, monitor risk exposures and hedging, maintain pricing libraries and tooling, support trade lifecycle and post-trade reviews, and drive improvements to pricing logic, data, and controls. Up to 10% travel to client and JPMC sites.