22 days old

CIB QR - Quantitative Research - Systematic Trading - Vice President

JPMorgan Chase & Co.
New York, NY 10007
  • Job Code
    190083351

CIB QR - Quantitative Research - Systematic Trading - Vice President

Req #: 190083351
Location: New York, NY, US
Job Category: Quantitative Research
Potential Referral Amount: 3000 US Dollar (USD)

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. 

 

   

The mandate of the team is to support and drive the transformation of the NA Equity Derivatives business.


Job Responsibilities

As a member of the Quantitative Research (QR) team, the candidate will partner with the Trading desk, Technology and other members of the QR team to deliver Analytics, Automation and Optimization (AAO) solutions to the business. The AAO delivery team requires commercial, quantitative and technology skills, and this role within the team is primarily focused on the business and technology aspects.

 

Qualifications

The ideal candidate has a deep understanding of a Flow derivatives business, strong computer programming skills, and good understanding of quantitative techniques.

Key qualifications

  • A PhD or Master’s Degree in a quantitative or computer science discipline from a top-tier institution
  • Experience of working closely with a derivatives business to deliver innovative solutions
  • Outstanding problem-solving abilities and communication skills
  • Expertise in application, data and infrastructure architecture
  • Advanced knowledge of architecture, design and business processes
  • Demonstrable experience in development, deployment and maintenance of commercial service oriented application(s)
  • A strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas)


Not required but a plus

  • Excellent theoretical and practical knowledge of derivatives pricing and risk management theory, vanilla options and volatility products
  • Experience with market making techniques and algorithm development
  • Good expertise in statistical modelling, machine learning & optimization, including standard techniques, linear, convex & conic optimization
  • Previous practical experience in solving machine learning problems using open-source packages (such as sklearn). Solid experience with TensorFlow or RL packages is definitely a plus.


Keyword: consumer%20banking

Categories

Posted: 2019-11-19 Expires: 2019-12-19

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CIB QR - Quantitative Research - Systematic Trading - Vice President

JPMorgan Chase & Co.
New York, NY 10007

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