HR at JP Morgan Chase
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JP Morgan Chase - Associate - Quantitative Research - Equity Finance (3-7 yrs)
- J.P. Morgan is one of the most respected financial institutions in the world - which is why we can offer you an outstanding career. We have been doing first-class business in a first-class way for more than 200 years. Throughout our history, we have played a leading role in helping companies grow and markets develop. Globally we work together to deliver the best solutions and advice to meet our clients- needs, anywhere in the world. We operate in more than 100 countries, and hold global leadership positions in each of our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients, shareholders and the firm every day.
CIB - Equity Finance and Delta 1 Quantitative Research
- Quantitative Research (QR) at J.P. Morgan is an expert quantitative modeling group partnering with traders, structurers, and risk managers across all products and regions, with presence in Beijing, New York, London, Houston, Singapore, Hong Kong, Tokyo, Sydney, Mumbai and Sao Paulo.
- J.P. Morgan Equity Finance & Delta 1 is looking for a strong quant to join their team in Mumbai to develop sophisticated mathematical models and cutting-edge analytics & visualization tools. You will be a part of the team that is helping to transform business practices through quantitative methods where JP Morgan is a dominant player.
Key responsibilities include:
- Perform large-scale analysis on our proprietary dataset to solve problems.
Create python modules to perform basket optimization, collateral optimization, asset allocation, funding optimization etc. and leverage data visualization to communicate data insights and results to different control and trading desk.
- Build models end-to-end, from prototype to full-scale production.
Develop support libraries in C++ for risk-management for Delta-One products like Equity Swap, Forwards and Futures etc.
- Make real-world, commercial recommendations through effective presentations to various stakeholders.
- Document and test new/existing models in partnership with control groups.
- Provide ongoing desk support.
The role requires a combination of a structured approach to problem solving, a can-do mind set to data analysis and to work in a dynamic environment. Excellent communication skills are essential.
- 3-7 years of experience in a comparable quantitative modelling or analytics role. Ideally in the Prime, Delta 1 or equities sector.
- Advanced degree in computer science, statistics, operations research or other quantitative fields.
- Must have strong technical/programming skills; Python, C++, data manipulation, statistics, solving analytical equations, software design and principles, financial math - stochastic calculus and optimization.
- Good to have product knowledge of equity instruments. Ideally knowledge on Linear Delta-One products like Equity Swaps, Forwards, Futures, Interest Rate Swaps etc. and knowledge of securities borrowing/lending is preferred.
- Strong communication skills (both verbal and written) and the ability to present findings to a non-technical audience.