Quantitative Research Cash Equities Analytics Automation and Optimization (AAO) Associate or Vice President

If you are passionate curious and ready to make an impact we are looking for you.

Quantitative skills are at the core of J.P. Morgans capabilities contributing critically to the competitiveness and innovative power of our firm. The teams mission is to develop cutting-edge next generation analytics and processes to transform automate and improve the trading operations of our cash equities Central Risk Book Program Trading and ETF business.

Job summary:

As an Associate or Vice President inQuantitative ResearchCash Equities Analytics Automation and Optimization team you will have the opportunity to utilize your interest in areas such as systematic trading market making inventory management computational statistics and applied mathematics with a keen interest to apply these techniques to financial markets and have a transformational impact on the business.

We work closely with traders to develop data-driven solutions such as risk models portfolio construction trading signals flow categorization and clustering custom basket solutions and to ultimately combine them into automated trading processes.

Job responsibilities:

• Work closely with trading to build analytics (single instrument and portfolio) and data-driven processes that automate and optimize trading quantitatively with special focus on Central Risk Book
• Contribute from idea generation to production implementation: perform research design prototype implement analytics and strategies support their daily usage and analyze their performance
• Develop models for systematic market making based on quantitative features and historic behavior using statistics machine learning or heuristics
• Work with the business to recycle risk manage inventory and devise executions and hedging strategies accordingly
• Work with the business to develop signals and how to leverage them

Required qualifications capabilities and skills:

• Graduate degree (or equivalent) in a quantitative field (Mathematics Physics Statistics Economics or similar); PhD degree preferred
• Exceptional analytical quantitative and problem-solving skills as well as the ability to communicate complex research in a clear and precise manner
• Excellent communication skills both oral and written
• Entrepreneurial spirit and passion for spreading a culture of change towards data-driven decision making
• Strategic and creative thinking when faced with problems and opportunities.
• Strong software design and development skills using Python knowledge of KDB/Q is a plus but not a strict requirement.
• Ability to manipulate and analyze complex large scale high-dimensionality data from varying sources understanding and working knowledge of trading data and how to manage it KDB/q experience is a plus
• 1 to 3 years experience in finance: electronic trading portfolio analytics (risk modelling portfolio optimization synthetic trading ETF trading) trading strategies (high to low frequency: market making statistical arbitrage) market making.

Preferred qualifications capabilities and skills:

• Demonstrated expertise in KDB/q