JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms. We are looking for a new member to join our core analytics team focusing on pricing library design and high performance computing. Responsibilities - Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks. - Focus is on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure. - Optimization of the code for specific hardware, from today's production staples to future disruptive innovations. - Support of end users of the library and communicating with desk-aligned quant teams and technology groups. Essential skills and qualifications - Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics - Excellent software and algorithm design and development skills, particularly in C++ - Outstanding problem solving skills - Basic understanding of numerical methods and probability - Knowledge of finance or quantitative finance is not required. We expect a successful candidate to have the drive and energy to learn these concepts on the job as and when required. - Must be passionate about software design and writing high quality code - Relevant experience writing high quality C++ software Additional (non-essential) qualifications - Experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL - Python, Java, Perl and web programming skills

Mumbai

JP Morgan Chase - Vice President - Quantitative Research - Core Analytics Development 

JP Morgan Chase - Vice President - Quantitative Research - Core Analytics Development  ,Job Description for JP Morgan Chase - Vice President - Quantitative Research - Core Analytics Development  in JP Morgan Chase in  Mumbai for (6-12) years of experience. Apply Now!

Job Description for JP Morgan Chase - Vice President - Quantitative Research - Core Analytics Development  in JP Morgan Chase in  Mumbai for (6-12) years of experience. Apply Now!