Anthony Maylath

Quant Research VP - Equities and QIS JP Morgan

Anthony specializes in quantitative research and risk management for equity derivative trading activities, spanning exotics, flow volatility, QIS, and high frequency trading. He enjoys analyzing and implementing machine learning methods for trading strategies. His research interests include statistical hedging, risk factor dimensionality reduction, and ensemble methods for pricing and optimal execution.

Anthony currently serves as a Vice President in Quantitative Research at JPMorgan, covering Investable Index trading activities. His responsibilities include building and supporting tools to optimize index rebalances, automate hedging strategies, and enhance trading execution.

Prior to his role at JPMorgan, Anthony served at Société Générale and Bank of America, covering various trading desks within quantitative and market risk roles. Anthony holds a Master of Science in Scientific Computing from New York University, a Master of Science in Mathematical Finance from Rutgers University, and a Financial Risk Manager designation from GARP.