-
JPMorgan Chase & Co.
- London
- JPMorgan Chase & Co. - London
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.
Core Responsibilities:
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: June 8, 2018