Quantitative and Derivatives Strategy (QDS)   Analyst  J.P. Morgan's Global Research Center (GRC) in Mumbai was set up in August, 2003 as an extension of the Firm's global equity research teams around the world. Besides working with JP Morgan's equity research teams, the Researchers and Analysts in GRC are now engaged with other areas of public side research including credit research, economics, strategy, credit derivatives, indices, credit portfolio research and international convertible bonds.  QDS team in GRC supports the Global QDS team with onshore analysts situated in New York, Hong Kong, London, Sydney and Tokyo. The Global QDS team delivers trade ideas, in-depth reports, analytic tools, and educational materials to the firm's clients. While broadly distributed reports and screens make up the most visible part of the group's effort, analysts spend a significant amount of their time in custom analyses and backtests, portfolio hedging techniques, developing alpha-generating strategies and bespoke client requests.  The Analyst's responsibilities include:  1. Running the broadly distributed reports and screens for the client.  2. Maintaining regular contact with colleagues in the different regions, taking part in conference calls and responding to project requests (often client-generated).  3. Maintaining the quantitative and derivatives database for the team.  4. Analyzing and backtesting trading strategies. Backtesting may involve writing the code in VBA/C++/R or any other language.  5. Analyze index events and forecast inclusions/deletions.  Essential skills:  1. Keen interest in derivatives and financial markets  2. Strong quantitative skills and knowledge of Statistical concepts  3. Analytical aptitude and ability to learn financial concepts  4. Good knowledge of Excel, VBA, SQL. Knowledge of R or MATLAB would be a plus.  5. Good communication and team working skills in a multi-location set up  6. Close attention to detail and ability to work to very high standards  7. A strong motivation for learning and manage projects independently.  Ideal candidates for this position would be Engineers from prominent institutes including IITs; or candidates with specialization in Finance related courses from renowned universities. Any experience in the areas involving statistical modeling, option pricing etc. would be an advantage.  JP Morgan's Global Research Center provides a challenging work environment and excellent opportunities to learn and grow both at the GRC and in the Firm's global network.

Mumbai

JP Morgan - Analyst - Quantitative & Derivatives Strategy - GKN Research - Global Knowledge Network 

JP Morgan - Analyst - Quantitative & Derivatives Strategy - GKN Research - Global Knowledge Network  ,Job Description for JP Morgan - Analyst - Quantitative & Derivatives Strategy - GKN Research - Global Knowledge Network  in J.P. Morgan in  Mumbai for (0-2) years of experience. Apply Now!

Job Description for JP Morgan - Analyst - Quantitative & Derivatives Strategy - GKN Research - Global Knowledge Network  in J.P. Morgan in  Mumbai for (0-2) years of experience. Apply Now!