Karen Lin Email and Phone Number

Bringing efficiency and end to end solutions to Equities derivative trading desks, including but not limited to:-solving optimization problems, linear regression, and backtesting-hedging and execution strategies-Python development and visualization on JPMorgan Athena platform

Quantitative developer for the US Equities/Cross Asset Structuring desko Develop JP Morgan proprietary tradable index strategies platform for back-testing, signal calculations and publications of index levels to Bloomberg and Reuterso Families of tradable indices include both algorithmic portfolio rebalances and client driven rebalances, including volatility strategies, portfolio optimization, mean reversion, etc. based on ETFs, indices, FX, options and futures, as well as other cross-asset indiceso Automate client data analytics on index performance and attributiono Booking and risk in derivative products on tradable indices

Manage technology projects for US Exotics/Structured trading desko Automate trading signals, develop and backtest strategies and algorithmic indices in Python using real time data for the Quant Strategy, Index Flow and Exotics/Structured desks.o Volatility Calibration and RiskMapping Project for various models such as the Stochastic Rates, Fast Volatility Markingo Differential Discounting initiativeo Partnered with Rates Trading and Quant Research to import basis point vol, interest rate smile, and mean reversion parameters as input to price hybrid trades and enhance IR risk management in equities

Application Developer for JP Morgan Equity Derivatives Group Trading Risk Managemento Equity-rate hybrids trading risk projectso Barrier options risk monitoring

Application Developer for the JP Morgan Private Bank Collateral Management System, o calculation and search engine which constructs client portfolios based on assets and liabilities