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Quant Research for Equity Derivatives (Programming)  Global Markets :   Quant Research for Equity Derivatives (Programming)  Junior Analysts/Analysts :  J.P. Morgan's Global Markets Group (GMG) in Mumbai was set up in 2013 as an extension of the Firm's global markets teams around the world. GMG is a fast growing team covering multiple asset classes across geographies. GMG provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & 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.   This position is a Quant profile to support the activities of the Quantitative Research Group (Equities) in London, sitting out of GMG in Mumbai. The Equities QR in Mumbai will play a critical role in providing effective, timely and independent assessments of the Firm's Equity derivatives booking models of exotic structures and also help in developing new models for structures as and when necessary.   The primary responsibilities for this role will include :  Programming : Must have demonstrated programming experience with C++. Experience in working / creating customized C++ libraries will be a plus.  Software Engineering : Duties including the full-range of programming tasks - problem analysis, solution determination, code design and development, integration, test, modification and documentation  Model Development : Devising/improving models on new/existing product strategies, building models in the firm's platform, back-testing of strategies and reconciling back-tests with model outputs.   Product Pricing models : Independently prepare pricing models for derivative product structures using internal pricing models as per the client requirements.  Booking/ Deal Review : Independent quantitative evaluation of complex and technical models, focusing on payoff construction and would cover methodology, construction and testing of models.  Reporting and Compliance : Familiarity with internal and regulatory guidelines on Model assessment and Reporting; Implementation of remediation; reviewing the process of trade booking in the proprietary systems  The candidate will need to work very closely with QR team in London, supporting them just as a direct extension of the team sitting out of Mumbai. Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan's highly sophisticated solutions.   Essential Skills :  - Highly analytical bent of mind and quantitative skills; high level of proficiency in C++ / Python programming; High performance computing; experience of atleast 2-3 years is a requirement   - Close attention to detail and ability to work to very high standards  - Good communication and team skills in a multi-location set up  - Relevant experience in similar roles in Quant Research and Model Development will be an advantage  Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute with strong experience in C++ programming. J.P. Morgan's Global Markets Group (GMG) provides a challenging work environment and excellent opportunities to learn and grow both at the GMG and in the Firm's global network.

Mumbai

JP Morgan - Quant Research - Equity Derivatives - Programming 

Job Description for JP Morgan - Quant Research - Equity Derivatives - Programming  in J.P. Morgan Services India Private Limited in  Mumbai for (0-2) years of experience. Apply Now!

JP Morgan - Quant Research - Equity Derivatives - Programming  | iimjobs.com