CIB QR - Quantitative Research - Systematic Trading - Vice President CIB QR - Quantitative Research - Systematic  …

J.P.Morgan
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
J.P.Morgan
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
CIB QR - Quantitative Research - Systematic Trading - Vice President
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.7 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands.

Themandate of the team is to support and drive the transformation of the NA EquityDerivatives business.

JobResponsibilities
Asa member of the Quantitative Research (QR) team, the candidate will partnerwith the Trading desk, Technology and other members of the QR team to deliverAnalytics, Automation and Optimization (AAO) solutions to the business. The AAOdelivery team requires commercial, quantitative and technology skills, and thisrole within the team is primarily focused on the business and technologyaspects.

Qualifications
Theideal candidate has a deep understanding of a Flow derivatives business, strongcomputer programming skills, and good understanding of quantitative techniques.

Keyqualifications

  • APhD or Master's Degree in a quantitative or computer science discipline from atop-tier institution
  • Experienceof working closely with a derivatives business to deliver innovative solutions
  • Outstandingproblem-solving abilities and communication skills
  • Expertisein application, data and infrastructure architecture
  • Advancedknowledge of architecture, design and business processes
  • Demonstrableexperience in development, deployment and maintenance of commercial serviceoriented application(s)
  • Astrong coding background with proficiency in Python and relevant quantitativepackages (numpy, pandas)


Notrequired but a plus

  • Excellenttheoretical and practical knowledge of derivatives pricing and risk managementtheory, vanilla options and volatilityproducts
  • Experiencewith market making techniques and algorithm development
  • Goodexpertise in statistical modelling, machine learning & optimization,including standard techniques, linear, convex & conicoptimization
  • Previouspractical experience in solving machine learning problems using open-sourcepackages (such as sklearn). Solid experience with TensorFlow or RL packages isdefinitely a plus.
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