Global Rates Quantitative Research, Linear QR - Associate

Job description

Front Office Quant Role at Vice President Level in the Linear Rates Quantitative Research team, supporting the Global Swaps, Securities and DD trading desks.
Job Summary:
• Research and Development of financial models for the Linear businesses;
• Developing new generation curve building analytics in C/C++/Python;
• Solving daily pricing issues for the Swaps, Securities and DD desks;
Core Responsibilities:
• Solving analytic problems on a daily basis for the Swaps, Securities and DD trading desks;
• Developing new generation of pricing analytics;
• Supporting and extending existing pricing analytics;
• Interaction with a range of groups: AD, Market Risk, Model Control Groups, MO, VCG;

Desired profile

Essential skills, experience and qualifications :
• Very strong analytical, numerical and problem solving abilities;
• C/C++ and Python equivalent coding with emphasis on numerical methods;
• Understanding of probability theory, swaps market and conventions, option pricing theory;
• Excellent communication skills, and ability to interact with a broad range of groups;
• PhD or Masters in numerate discipline such as Physics, Engineering, Computer Science, Mathematics, Mathematical Finance, etc.
Desirable skills/experience: Strong analytical and mathematical skills, C/C++/Python/VB
Front Office Quant Role at Vice President Level in the Linear Rates Quantitative Research team, supporting the Global Swaps, Securities and DD trading desks.

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 2 nd November 2015