Quantitative Research - Athena Analytics Developer - Executive Director
Quantitative Research - Athena Analytics Developer - Executive Director
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Job Description
Quantitative Researchers (QR) are key part of JP Morgans markets business developing and maintaining sophisticated mathematical models cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these inAthena which is a next generation risk pricing and trade management platform built in-house at JP Morgan.
Job summary:
As a Executive Directorwithin Quantitative Research Athena and Analytics team you will be focusing on cross asset topics ranging from pricing library and market model design risk frameworks UI design to high performance computing.
Athena is designed to enable rapid innovation on the desk by offering Quantitative Analysts Risk Managers and Technologists a consistent cross-asset portfolio of models frameworks and tools to use in building financial applications. The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation a ubiquitous data store called Hydra a Real-Time Risk Reporting framework a robust Deal Model and a forward propagating event-driven graph called Reactive.
Job responsibilities:
- Developing Athena (Python) analytics software that is used to price and risk manage financial products
- Designing efficient scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams
- Optimizing code and business processes providing expert guidance to desk-aligned quant teams in using frameworks
- Support of end users of the frameworks communicating with desk-aligned quant teams and technology groups.
Required qualifications capabilities and skills:
- You have a degree in a quantitative field e.g. computer science mathematics engineering physics
- You demonstrate outstanding problem solving skills
- You have excellent software and algorithm design and development skills
- You are passionate about software design and writing high quality code
- You demonstrate experience working in pricing libraries and risk management systems
- You have a good understanding of trade life cycle MTM PnL and other processes that govern day to day business operations
- You have excellent oral and written communication skills
Preferred qualifications capabilities and skills:
- You have a knowledge of finance or quantitative finance
- You have experience writing high quality Python
Required Experience:
Director
Employment Type
Full-Time
