Quantitative Research

JP Morgan Chase
Posted

Post Expires

Type

Researcher / analyst

 

Job Summary:

J.P. Morgan’s Global Quants Group in Mumbai was set up in 2013 as an extension of the Firm’s global quants teams around the world. It is a fast growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.

We are seeking a person to join the JP Morgan Quantitative Research team focused on Interest Rate and IR Hybrids business. Relevant education would be in the area of Financial Mathematics, with focus on interest rate models, eq/fx models, and programming. We expect the person to share in a balanced mixture of responsibilities, including model research and development, model documentation, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.

Core Responsibilities:

  • Rapid prototyping of models and products; benchmark and compare results of various techniques.
  • Explain model behavior 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:

  • Strong software development and C++ / programming skills
  • Strong analytical and problem solving abilities
  • Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
  • Good communication skills, both oral and written
  • Masters /PhD or equivalent degree from top tier schools/programs in Mathematics, Mathematical  Finance, Physics or Engineering

Desirable skills / experience:

  • Python

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More Information

Posted

Post Expires

Type

Researcher / analyst

Mumbai%2C%20India

Mumbai , India