Quant Research - Equity Finance - Corporate Investment Bank (CIB) Analyst/Associate/VP 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 &amp; 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. The role requires a combination of a very structured mathematical approach to problem solving, experience with quantitative modelling and the ability to work in a dynamic environment. Excellent communication skills are essential in our interaction with trading, technology, and control functions. A healthy interest in good software design principles is a requirement as well. A Ph.D. in a numerate subject or computer science from a top academic institution is a plus, but not an absolute requirement. Minimum requirement: Master's degree or equivalent in said quantitative field, at least 3 years- experience in applying linear or quadratic optimizations to trading books, and solid knowledge of statistical methods. Hands on experience on ML techniques such as neural network design, KNN, gradient boosting is a plus. The primary responsibilities for this role will include: - Lead forward developments on trading optimization platforms employed by the Equity Finance business to manage SBL, Synthetic and Cash trading activities. - Put in place large and scalable architectures, linearize state-space to deal with massive data sets, vectorised coding and distributed computing. - Liaise with multiple stake-holders to formulate a multi-dimensional objective function across metrics: PnL, Liquidity, RWA, ROA, etc. - Model trading book dynamics, transaction costs potentially employing Statistical and Machine Learning techniques. - Document and test new/existing models with traders and with other various control groups, such as the Model Review Group - Implementation of models in C++ and Python proprietary libraries. - Work closely with technology on integration of optimization models with front end applications - Ongoing desk support Essential Skills: - Excellent Math background. - Ability to work with big-data and experience in formulation of optimizations. - Strong experience in linearization of state-space. - Strong analytical and problem solving abilities. - Strong communication/presentation skills. - Strong programming skills (C++, Python). - Experience with parallel computing, vectorization and memory management is positively regarded. - Solid knowledge with CPLEX, GUROBI, MOSEK or other main stream optimization packages is desirable. - Knowledge of Financial Engineering, Secured Financing and Prime is a plus. - Previous experience with formulation of Statistical models / hands-on implementation of Machine Learning neural networks is a plus. - Advanced degree in a technical field from a top-tier school/program: engineering, sciences, computer science, applied math. Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable. J.P. Morgan's Global Quants Group provides a challenging work environment and excellent opportunities to learn and grow both at the Quants Group and in the Firm's global network.

Mumbai

JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Equity Finance 

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