We are seeking a person to join the JP Morgan Quantitative Research team. The Quantitative Research team is responsible for: model research and development, model documentation, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk across all traded asset classes.
· Develop models and implement them in C++ or Python for pricing and risk managing derivatives.
· Rapid prototyping of models and products; benchmark and compare results of various techniques.
· Explain model behaviour and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
· Write well-formulated documents of model specification and implementation testing.
Essential skills, experience and qualifications:
· Proficient in either C++ or Python
· Strong analytical and problem solving abilities
· Excellent understanding of probability theory, stochastic processes, partial differential equations, and numerical analysis
· Good communication skills, both oral and written
· Masters or equivalent degree in a Quantitative subject from university
· Knowledge of financial products
JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.
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.
Closing Date: November 15, 2018