|Job Type:||Full Time|
About Quantitative Research
Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As 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.
We are looking for an experienced quantitative developer to join our team in London (or New York). The QR Athena team's mission is to focus on cross asset business requirements, and develop and maintain pricing libraries, market models risk frameworks and UI design and high performance based on Athena platform.
In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.
If you are passionate, curious and ready to make an impact, we are looking for you.
You’ll contribute to the strategic agenda to transform our Equity business in corporate & investment bank into the next generation platform Athena and drive change through innovation and business process optimization using state-of-the-art technologies. Specially, you’ll have the chance to:
- Work with cutting edge technology and analytics to infer pricing, hedging and idea generation;
- Develop industry leading risk manage system in cross-asset and cross-market fashion;
- Assess the quantitative models and their limitations, modularize implementations for firm wide usage;
- Implement risk measurement, valuation models or algorithmic trading modules in software and systems;
- Design efficient numerical algorithms; implementing high performance computing solutions;
- Design and develop software frameworks for analytics and their delivery to systems and applications;
- You thrive in a fast-paced environment of agile development workflow and easily remain focused on client needs;
- You demonstrate strong quantitative and problem-solving skills as well as research skills;
- You demonstrate proficiency in code design and programming skills, with primary focus on Python and C++; demonstrable proficiency in Tensorflow and C++ is required;
- You understand financial mathematics to have good understanding market models;
- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
- You have strong interpersonal skills – you listen and communicate in a direct, succinct manner;
- You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things;
- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. Relevant academic research publications a plus;
- Markets experience and general trading concepts and terminology is useful to be familiar with;
- Orientation towards careful system and solution design and implementation;
- Robust testing and verification practices;
- Knowledge of options pricing theory, trading algorithms or financial regulations.
Beyond that, we’re interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.