CIB - Quantitative Research Emerging Markets - Associate - NY, NY
This is an entry level model, product and technology development and support role for the Emerging Markets trading business. The role affords the new team member opportunities to work on the cutting-edge emerging markets modelling and risk management issues. The role is open to junior level quant researchers preferably with experience in Fixed Income modelling.
Adapt existing and develop new models from different asset classes (Interest Rates, FX, Credit) to needs of Emerging Markets trading.
Perform live pricing of trades using a variety of tools and models
Actively participate in pricing and risk management platforms development to accommodate new products and improve ways of looking at risk.
Develop new technology to support Latin America local markets trading
Daily support of trading desk activities in NY and in Latin America based offices in modeling and technology.
Essential skills, experience, and qualifications
PhD, MS or equivalent degree from top tier schools/programs in Math, Math Finance, Statistics, Physics, or Engineering
Understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Strong programming skills in C/C++ and Python
Familiarity with Excel and VBA coding
Good communication skills.
For persons with some experience:
Emerging Markets experience is a big plus but not a must
Experience in any of the following:
Interest Rates flow products and curve construction;
Interest Rates options modelling – HJM, tree, Monte Carlo simulation;
Any information you provide is confidential and will only be viewed by our recruiters in an effort to fill
open positions. In addition, the information you
Please note that J.P. Morgan will not accept unsolicited approaches or speculative CVs, nor will J.P. Morgan
be responsible for any related fees,
from Third Party Firms who are not preferred suppliers.
The firm invites all interested and qualified candidates to apply for
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