CIB QR - Quantitative Research - Spread 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. The Spread QR EMM team is a part of Spread QR, which is responsible for developing and maintaining models for valuation, risk, P&amp;L calculations and analysis tools for the Global Spread business. The responsibilities of the team span the full range from new model specification, going through model approval, implementation of model in library, to integration into production systems as well as their day-to-day support. Opportunity 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. The Spread QR EMM team is a part of Spread QR, which is responsible for developing and maintaining models for valuation, risk, P&amp;L calculations and analysis tools for the Global Spread business. The responsibilities of the team span the full range from new model specification, going through model approval, implementation of model in library, to integration into production systems as well as their day-to-day support. Key responsibilities could include: - Development, deployment and support of pre-trade analytics in C++ and Python libraries - End-to-end delivery of real time analytics in our in-house system, Athena - Research, back-testing and reporting frameworks for market-making and quoting strategies. - Working with the Trading Desk to ensure optimal usage of quoting strategies and analytical tools, as well as to identify and develop business intelligence tools - Working with Technology on ongoing improvements to market-making infrastructure, as well as on sourcing, maintaining and exposing various market and reference data feeds. Requirements: We work in 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 a detailed understanding of 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 as would be experience with Reactive Programming - Experience in designing and building in software libraries. - Experience in using distributed computing frameworks such as Spark/Hadoop - 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. Desired skills: - Parallel/distributed computing experience a plus. Job Location This position is based in Mumbai.

Mumbai

JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Spread QR Electronic Market Making team 

JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Spread QR Electronic Market Making team  ,Job Description for JP Morgan - Analyst/Associate/Vice President - Quantitative Research - Spread QR Electronic Market Making team  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 - Spread QR Electronic Market Making team  in J.P. Morgan in  Mumbai for (0-12) years of experience. Apply Now!