Quant Research CIB QR - Quantitative Research - Credit EMM Developer Analyst / Associate / VP Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, a worldwide leader in financial engineering, statistical modeling, and portfolio management. With more than 700 researchers worldwide, QR partners with traders, marketers, and risk managers across all products and regions. Our business J.P. Morgan has the leading Global Spread business in terms of volume traded, issuers traded and investor relationships. The Spread business covers Credit, SPG, and Public Finance Markets. J.P. Morgan Global Spread Trading offers first-class, highly integrated financial services to a global client base and provides financial assets and liquidity for banks, insurance companies, finance companies, mutual funds and hedge funds. Traders, salespeople and research analysts work collectively to generate ideas. The Credit business make secondary markets in high grade bonds/CDS, high yield bonds/CDS, distressed bonds, indices, options, correlation products, and more exotic structures. The Securitized Products Group (- SPG- ) engages in origination, syndicate, sales &amp; trading, financing, and principal investments activities. Asset classes include: mortgage-backed securities (commercial, residential, agency and non-agency), mortgage loans, consumer asset-backed securities and receivables (auto, credit card, student, equipment loans). Our team The Spread QR Electronic Market Making team covers SPG and Credit flow products, including TBAs, Corporate Bonds and Credit Index products. We apply a scientific approach to trading by combining an understanding of the market-microstructure with modern data analytics to develop quoting, market-making and hedging strategies. The team is also responsible for improving traders- workflow and creating new analytical tools. Opportunity This opportunity is to join Spread QR EMM team in Mumbai as an Associate or VP, depending on experience, with a focus on business intelligence and data visualization. This role offers an opportunity to work with senior Quants and trading desk with a focus on growing the EMM business. Candidates directly from university will be considered. Key responsibilities could include: - Build automated reporting and business intelligence capabilities for trading, management, QR, and control functions that display and visualize data with regards to algo model performance, auto-execution statistics, trade profitability etc. - Development, deployment and support of production code for automated and semi-automated quoting and trading of Credit and SPG products in our in-house system, Athena - Research, back-testing and reporting frameworks for market-making and quoting strategies - Working with Technology on ongoing improvements to market-making infrastructure, as well as on sourcing, maintaining and exposing various market and reference data feeds, i.e. data engineering Requirements The role requires a very dynamic environment, and excellent communication skills are required in our interaction with trading, technology, and control functions. A healthy interest in good software design principles is essential. The role requires understanding of the Credit and SPG flow-products. It is understood that the candidate may not have this knowledge from previous experience, but the successful candidate would be highly motivated to gain this knowledge. An advanced STEM (Science, Technology, Engineering, Mathematics) degree from a top academic institution is highly desirable, but not an absolute requirement. Essential skills: - Very strong Object Oriented Programming (OOP) and software design skills are required, preferably obtained using C++. Extensive Python experience would be a plus - Excellent communication skills are required in our interaction with trading, technology, and control functions - Practical data-analysis skills on real datasets, including familiarity with methods for working with large data and tools for data analysis and visualization, e.g., Pandas, Numpy, Tableau, Qlikview, SQL, etc - Strong interest and some experience in data engineering and big-data related database technologies and tools like (Spark, Kdb+, Onetick, Hadoop, AWS etc.) - Excellent practical data-analysis skills on real datasets, including familiarity with methods for working with large amount of data and tools for data analysis, e.g., Pandas, Numpy - Attention to detail and focus on quality of deliverables - Excellent communication skills; explains her/his thought process clearly and communicates models and strategies behaviors to a non-technical audience efficiently - Ability to work in a high-pressure environment - Pro-active attitude. Should have a natural interest to learn about our business, models, and infrastructure. Job Location This position is based in Mumbai.

Mumbai

JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Credit EMM Developer 

JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Credit EMM Developer  ,Job Description for JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Credit EMM Developer  in J.P. Morgan in  Mumbai for (0-12) years of experience. Apply Now!

Job Description for JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Credit EMM Developer  in J.P. Morgan in  Mumbai for (0-12) years of experience. Apply Now!