Quantitative Trading Research Automated Trading Strategies Rates Analyst or Associate
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Job Summary
The Fixed Income Currencies and Commodities (FICC) Quantitative Trading group is responsible for systematic trading across FX Rates Commodities and Credit markets. The team covers a broad scope including the design and implementation of cutting-edge proprietary quantitative models leveraging advanced AI and machine learning techniques that drive our automated trading systems (pricing risk management and execution) the oversight of day-to-day risk and operations and the optimization of Franchise client liquidity offering in a data-driven manner.
Job Summary
As an Analyst / Associate in FICC Quantitative Trading you will contribute to the building of systematic trading strategies using quantitative AI and machine learning approaches. You must be responsible independent driven and able to work in smooth collaboration with the wider team. The environment is fast-paced and challenging. The group is globally distributed so clear written and verbal communication is required. Members of the team are also expected to cover a wide range of responsibilities spanning trading quantitative research and technology and some on-call time will be expected.
Job Responsibilities
- Analyze large and complex datasets to identify patterns and revenue opportunities
- Conduct back testing and assess pricing risk management and execution strategies with a focus on leveraging machine learning models
- Expand the groups library of modeling analytics and automation tools
- Review trading performance and make data-driven decisions utilizing statistical and machine learning methods
- Maintain and improve trading software systems and tools
- Resolve day-to-day trading issues
Required qualifications capabilities and skills
- Advanced Degree in computer science math physics engineering or other quantitative fields
- Relevant full-time experience
- Ability to demonstrate strong programming skills in C/Java or other object-oriented languages
- Strong knowledge of statistics and machine learning
- Attention to detail adaptable driven and collaborative
- Demonstrate interest in markets systematic trading
Preferred qualifications capabilities and skills
- Ability to understand and map data flows across applications and data sources
- Prior experience in Rates markets (cash or swaps)
- Knowledge of order types L2 market data and central limit order books
- Experience with KDB/q
Required Experience:
IC
Key Skills
- Spss
- Data Collection
- R
- Stata
- Research Experience
- Statistical Software
- Data Mining
- Calculus
- Market Research
- Operations Research
- SAS
- Data Analysis Skills
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
