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CIB - QR - Linear Quantitative Research - Vice President - NY, NY

Job Description

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2 trillion and operations in more than 60 countries. The firm is a leader in investment banking, financial services for consumers, small business and commercial banking, financial transaction processing, asset management, and private equity.
 
Linear Quantitative Research group is looking for a strong senior research analyst to support the business across risk, client analytics & pricing, inventory optimization and portfolio algos.
 
Responsibilities: 
 
  • Provide expertise in portfolio construction and inventory management
  • Work with the business to centralize risk and devise hedging strategies accordingly.
  • Optimization of collateral and inventory under various constraints arising from regulatory, contractual, capital etc requirements on one hand side and expected duration, internal opportunities etc on the other.
  • Develop pricing models for client activities taking into account profiles and historic behavior
  • Monitor client activity
Relevant skills: 
  • Ph.D. in Statistics, Mathematics or Physics
  • At least 5 years of experience working on a quantitative group covering the sell side preferably in the equities space
  • Risk and portfolio optimization
  • Statistics and/or machine learning
  • Programming in Java or C++
  • Understanding and working knowledge of trading data and how to manage it.
Req #: 150126634
Location: New York, NY US
Job Category: Sales/Trading/Research
Employment Type: Full Time
Potential Referral Amount: 0 US Dollar (USD)

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