|Job Type:||Full Time|
The Macro Investable Indices Quantitative Research (QR) is responsible for risk management solutions and calculation of investable indices for commodities, rates and FX in close collaboration with the structuring, trading and sales and technology teams.
The opportunity is to join our team and focus on the following projects:
- Implementation and development of the official calculation engine for Macro Investable Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc.;
- Development and support of the risk management platform used by traders to hedge indices traded with our clients;
- Working in very close partnership with the structuring and trading teams and participating in the development of JPMorgan branded systematic trading strategies;
- Developing within the Athena platform with our technology partners.
- Experience working with quantitative investment strategies, ideally with exposure to cross asset and/or commodities;
- MS or PhD degree in a quantitative field: Mathematics, Computer Science, Physics, Engineering (or equivalent);
- Strong problem solving and math skills;
- Strong programming skills, ideally in Python;
- Excellent communication abilities to explain and convey messages to the business about complex/technical issues;
- Attention to detail and focus on quality of deliverables.