CIB - Linear Quantitative Research (LQR) Quant –ED - London

Job description

Job Summary Linear QR is a global team with responsibility for all Equities linear quantitative research (agency algorithmic strategies, SOR, trading analytics, portfolio construction and risk analytics, inventory management & internalization …). The team's responsibilities also include quantitative research for the electronic Futures & Options execution business of the firm. We are looking for an candidate with experience and background in developing execution trading algorithms (agency/principal). The candidate should have strong mathematical/quantitative skills. The candidate should be familiar with order placement methodologies, market impact, risk, time series analysis, futures and equities market-microstructure, routing methodologies, transaction cost analysis and statistics. The team makes heavy use of models and so the candidate should have familiarity with optimization, probability, and various techniques such as model building and regression/calibration of model parameters, back-testing strategies/algorithms. The team makes significant use of machine learningtechniques and experience in the use of these techniques, such as classification, reinforcement learning, dynamic programming, etc. is a plus. Core Responsibilities ·Signals research ·Execution algorithms ·Modeling building, single-position/portfolio schedule optimization.

Desired profile

Essential skills, experience and qualifications ·Background in operations research is a plus, or knowledge on the use of optimization for purposes of trading/execution ·Excellent understanding of equities market microstructure ·Extensive experience with tick by tick data research/machine learning ·Excellent Java/C++, Python skills ·Kdb/q, Html/Javascript a plus ·Good communication skills ·Machine learning techniques a plus ·MSc or PhD or equivalent degree in a quantitative field About J.P. Morgan's Corporate & Investment Bank J.P. Morgan's Corporate & Investment Bank is a global leader across banking, markets and investor services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Further information about J.P. Morgan is available at www.jpmorgan.com . JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer.