Analyst/Associate/VP - Linear Quantitative Research

This position is a Quant profile to support the activities of the Quantitative Research Group (cross asset classes) & Linear Quantitative Research (LQR) globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm's booking models of exotic structures and also help in developing new models for structures as and when necessary.

Linear Quantitative Research (LQR) is an expert quantitative modeling group in J.P. Morgan, an unchallenged leader in financial engineering, statistical modeling and portfolio management. With more than 30 researchers worldwide, LQR partners with traders, marketers and risk managers across all products and regions.

The LQR team is responsible for mainly the following - 

- Developing mathematical models for systematic quantitative trading strategies, for example, Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making.

- Carrying out market microstructure research and writing white papers

Candidates should be able to - 

- Handle high frequency data /Big data and develop statistical model on the same

- Research, design, implement, and evaluate machine learning approaches and models for the domain

- Work on short term price predictive, alpha and portfolio optimization models

- Pre/post trade Analytics (including market microstructure research) for execution Algorithm /risk trading

- Look into new research on the field and assess the applicability

- Research as well as implement their Ideas

- Python and q/Kdb experience is a plus

Qualifications:

- Have mastered advanced mathematics and statistics ( probability, econometrics, optimization and Machine Learning)

- Algorithms and Data Structures knowledge

- Earned a Master or equivalent degree program in math, statistics, econometrics, financial engineering or computer science

- Exceptional analytical, quantitative and problem-solving skills

- Good communication and interpersonal skills.

If you find it suitable or if you have any reference for this position, Kindly share CV with Below detail.

- Current Company :

- Current Designation : ___________ Since ________

- Total Exp:

- Relevant Exp:

- Current CTC :

- Exp CTC:

- Notice Period :

- Reason for Job Change :

- Current Location

- Preferred Location

- Reporting to :

- Handling a team of :

Tejashree Waradkar
Team Leader
Dir No: +91 22 66848569|Mob No .8454843560 /8850817160
Linkedin : https://www.linkedin.com/in/tejashree-w-5328b86a/