1+ months

CIB QR - Quantitative Support for Linear Rates Trading Business – Vice President

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

CIB QR - Quantitative Support for Linear Rates Trading Business – Vice President

Req #: 190059196
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
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. 



Job Summary:

This is a mid-level (2-5 yrs. experience minimum) model and product development role within the highly material NA Linear (Securities, Swaps and FX Forwards) trading business at JP Morgan. The role requires significant experience in state-of-the-art yield curve construction approaches (overnight index swaps, central counterparty basis, CSA discounting, varying liquidity in overlapping market segments)



Core Responsibilities:


  • Develop, implement (C++/Python), tests and document Linear Rates models for pricing and risk managements of Rates derivatives.
  • Perform and assist Trading and Control groups with pricing, risk management, P&L, and model behavior.  Carry out scenario and benchmarking analysis.
  • Develop and collaborate with IB Technology in new technology and enhancement to support trading and risk management capabilities in electronic, systematic and relative value space


Essential skills, experience, and qualifications:


  • PhD, MS or equivalent degree from top tier schools/programs in Mathematics, Mathematical Finance, Statistics, Physics, Computer Science or Engineering
  • Proven track record in collaborative software development in Python and C++
  • Excellence in probability theory, partial differential equations, and numerical analysis
  • Knowledge and work experience in Rates financial products and yield curve construction methods
  • Attention to detail, adaptable and hungry to learn
  • Excellent communication skills, both oral and written



Desirable skills:

  • Experience in rapid prototyping and agile software methodologies
  • Experience in working with and manipulating large data sets of e-commerce, historical and financial data
  • Experience working with ECNs
  • Experience in micro service architecture, distributed computation and database technologies
  • Experience in leading and developing small team



Keyword: consumer%20banking


Posted: 2019-08-20 Expires: 2019-12-05

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CIB QR - Quantitative Support for Linear Rates Trading Business – Vice President

JPMorgan Chase & Co.
New York, NY 10007

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