DescriptionJoin J.P. Morgans Linear Quantitative Research team a recognized leader in financial engineering statistical modeling and portfolio management. As a Vice President in Quantitative Research for Equity eTrading you will play a key role in developing sophisticated models and methodologies collaborating with traders marketers and risk managers to deliver innovative electronic trading solutions across Asia Pacific and globally.
As a Vice President in the Quantitative Research team for Equity eTrading you will lead the development and maintenance of advanced mathematical models methodologies and infrastructure to enhance algorithmic trading strategies. You will work closely with trading desks and the Electronic Client Services team to design implement and promote cutting-edge quantitative solutions and engage directly with clients to deliver best-in-class electronic trading capabilities.
Job Responsibilities:
- Partner with the Electronic Client Service desk to design and enhance algorithmic trading strategies.
- Lead the development of analytics and data-driven processes to automate and optimize model calibrations including intraday volume spread and volatility predictions.
- Evaluate document and back-test quantitative methodologies and models ensuring robustness and accuracy.
- Support trading activities by explaining model and algorithm behavior conducting scenario analyses and developing quantitative tools and data analytics.
- Engage directly with clients to promote explain and market our algorithmic solutions.
- Mentor and guide junior team members fostering a culture of innovation and excellence.
- Collaborate with global teams to share best practices and drive continuous improvement in electronic trading.
Required Qualifications Capabilities and Skills:
- PhD or Masters Degree in a quantitative discipline from a top-tier institution (e.g. computer science machine learning mathematics statistics operations research).
- Minimum five years of relevant experience in quantitative research electronic trading or related fields.
- Strong software design and development skills using Python and Java (or C).
- Exceptional analytical quantitative and problem-solving skills.
- Advanced knowledge of mathematics and statistics (probability theory time series econometrics).
- Experience handling and analyzing time-series data.
- Proven ability to communicate complex research ideas clearly and precisely both in writing and verbally.
- Demonstrated leadership and mentoring abilities.
Preferred Qualifications Capabilities and Skills:
- Experience with algorithmic execution strategies.
- Knowledge of market microstructure.
- Familiarity with machine learning and deep neural networks.
- Experience with KDB.
- Experience engaging with clients and presenting technical concepts to non-technical audiences.
Required Experience:
Exec
DescriptionJoin J.P. Morgans Linear Quantitative Research team a recognized leader in financial engineering statistical modeling and portfolio management. As a Vice President in Quantitative Research for Equity eTrading you will play a key role in developing sophisticated models and methodologies co...
DescriptionJoin J.P. Morgans Linear Quantitative Research team a recognized leader in financial engineering statistical modeling and portfolio management. As a Vice President in Quantitative Research for Equity eTrading you will play a key role in developing sophisticated models and methodologies collaborating with traders marketers and risk managers to deliver innovative electronic trading solutions across Asia Pacific and globally.
As a Vice President in the Quantitative Research team for Equity eTrading you will lead the development and maintenance of advanced mathematical models methodologies and infrastructure to enhance algorithmic trading strategies. You will work closely with trading desks and the Electronic Client Services team to design implement and promote cutting-edge quantitative solutions and engage directly with clients to deliver best-in-class electronic trading capabilities.
Job Responsibilities:
- Partner with the Electronic Client Service desk to design and enhance algorithmic trading strategies.
- Lead the development of analytics and data-driven processes to automate and optimize model calibrations including intraday volume spread and volatility predictions.
- Evaluate document and back-test quantitative methodologies and models ensuring robustness and accuracy.
- Support trading activities by explaining model and algorithm behavior conducting scenario analyses and developing quantitative tools and data analytics.
- Engage directly with clients to promote explain and market our algorithmic solutions.
- Mentor and guide junior team members fostering a culture of innovation and excellence.
- Collaborate with global teams to share best practices and drive continuous improvement in electronic trading.
Required Qualifications Capabilities and Skills:
- PhD or Masters Degree in a quantitative discipline from a top-tier institution (e.g. computer science machine learning mathematics statistics operations research).
- Minimum five years of relevant experience in quantitative research electronic trading or related fields.
- Strong software design and development skills using Python and Java (or C).
- Exceptional analytical quantitative and problem-solving skills.
- Advanced knowledge of mathematics and statistics (probability theory time series econometrics).
- Experience handling and analyzing time-series data.
- Proven ability to communicate complex research ideas clearly and precisely both in writing and verbally.
- Demonstrated leadership and mentoring abilities.
Preferred Qualifications Capabilities and Skills:
- Experience with algorithmic execution strategies.
- Knowledge of market microstructure.
- Familiarity with machine learning and deep neural networks.
- Experience with KDB.
- Experience engaging with clients and presenting technical concepts to non-technical audiences.
Required Experience:
Exec
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