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CIB QR - Quantitative Research Interest Rates - Associate/VP

Job Description

Quantitative analyst for the interest rates trading business. In this role you will be responsible for designing, developing, implementing and documenting quantitative models used for the pricing and risk management of interest rates securities and derivatives, as well as supporting the existing set of models. Experience in both rates non-linear derivatives business and electronic trading is a plus.
 
Core Responsibilities:
  • Model research and specification
  • Software implementation of models (Python/C++)
  • Testing and documentation of models
  • Quantitative support of trading desk: Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide quantitative guidance
  • Develop pricing and calibration tools
  • Benchmark and compare results of various techniques
  • Rapid prototyping of models and products
Essential skills, experience, and qualifications:
  • Strong analytical and problem solving abilities
  • Strong software design and development skills
  • Excellent communication skills; ability to work well with traders, technology and control functions.
  • Masters/PhD or equivalent degree from top tier schools/programs in Math, Computer Science, Math Finance, Physics, or Engineering
 
Experience level: Associate or VP

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at http://www.jpmorganchase.com/.
Req #: 180056364
Location: New York, NY US
Job Category: Accounting/Finance/Audit/Risk
Employment Type: Full Time
Potential Referral Amount: 3000 US Dollar (USD)

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