Quantitative Research - Core Analytics Development - Vice President
Quantitative Research - Core Analytics Development - Vice President
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Job Description
If you are passionate curious and ready to make an impact we are looking for you.
JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters Quantitative Researchers develop and maintain sophisticated mathematical models cuttingedge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high and lowfrequency trading algorithms.
Job summary:
As a Vice President inQuantitative Research Core Analytics Development team you will be focusing on high performance computing.
Job responsibilities:
- Developing in a C/CUDA/Python software library that prices derivatives and calculates risks
- Focusing on efficient algorithms vectorization and parallelization compilers architecture of crossasset pricing engines core library frameworks and continuous integration infrastructure
- Optimizing code for specific hardware from todays production staples to future disruptive innovations
- Supporting of end users of the library and communicating with deskaligned quant teams and technology groups
Required qualifications capabilities and skills:
- You have a postgraduate degree (preferably PhD) or equivalent in a quantitative field e.g. computer science mathematics engineering physics or finance
- You demonstrate excellent software and algorithm design and development skills particularly in C
- You demonstrate outstanding problem solving skills
- You have basic understanding of numerical methods probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required
Preferred qualifications capabilities and skills:
- You have experience in parallel programming e.g. TBB OpenMP CUDA or OpenCL
- You demonstrate Python Java Perl and web programming skills
- You have previous work experience as a software developer or a quant
Required Experience:
Chief
Employment Type
Full-Time
