Quantitative Research Rates Associate
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Job Location:
Monthly Salary:
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
Promote trading strategy enhancement as a Quantitative Associate developing models supporting traders and conducting risk research.
Job Summary:
As a Quantitative Researcher within the Quantitative Research Rates team at J.P. Morgan you will focus on delivering best-in-class models and systems to support pricing and risk management of Interest Rate Derivatives. Quantitative Research is an expert quantitative modelling group in J.P. Morgan and a leader in financial engineering data analytics statistical modelling and will be part of a global team QR partners with traders marketers and risk managers across all products and regions contributes to sales and client interaction product innovation valuation and risk management inventory and portfolio optimization electronic trading and market making and appropriate financial risk controls. QR Rates partners with the J.P. Morgan Rates business to deliver analytics for Interest Rate Derivatives.
Job responsibilities:
- Develop and implement mathematical models in Python/C for pricing and risk management
- Develop and maintain software and tooling for real time pricing and relative value strategies
- Rapid prototyping of models and products
- Provide quantitative support to the traders sales and control groups e.g. explain model behaviour and predictions identify major sources of risk in portfolios carry out scenario analysis provide guidance / debug analytics
- Write well-formulated documents covering model specification and implementation testing.
Required qualifications capabilities and skills:
- Strong software development skills in Python/C
- Strong analytical and problem-solving abilities
- Excellent communication skills both oral and written
- Familiarity with probability theory stochastic processes numerical analysis and statistics
- Ability to thrive in a fast-paced environment of real-time market pressures remaining focused on client needs
- Ability to think strategically and creatively when faced with problems and opportunities
Preferred qualifications capabilities and skills:
- Knowledge of financial markets and products: swaps bonds repos structured and exotic deals
- Knowledge of machine learning/statistical techniques
- Relevant academic research publications
Required Experience:
IC
Key Skills
- Laboratory Experience
- ELISA
- Immunoassays
- Mammalian Cell Culture
- Biochemistry
- Cell Biology
- Research Experience
- Cell Culture
- Molecular Biology
- Microscopy
- Research Laboratory Experience
- Western Blot
About Company
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans ov ... View more
