Headhunter at Quant
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Quantitative Research Role - Investment Bank (2-9 yrs)
The candidate would be expected to share in a balanced mixture of responsibilities, including model research and development, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.
Core Responsibilities :
- Enhance pricing and risk models for fixed income derivatives and implement them in python and C++
- Identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
- Rapid prototyping of models and products; benchmark and compare results of various techniques
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 sophisticated solutions.
Essential Skills :
- Highly analytical bent of mind and quantitative skills
- High level of proficiency in C++ and Python programming;
- Close attention to detail and ability to work to very high standards
- Good communication and team skills in a multi-location set up
Desirable skills / experience :
- Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
- 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. A computer science or mathematics background will be most suitable.
Candidates with Phd and CQF preferred.