Apply Now    

CIB - Quantitative Research Emerging Markets - Associate - NY, NY

Job Description

Job Summary:
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.
Core Responsibilities:
  • 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;
    • Inflation modelling;
    • Credit modelling;
    • FX modelling;
Req #: 160031341
Location: New York, NY US
Job Category: Sales/Trading/Research
Employment Type: Full Time
Potential Referral Amount: 0 US Dollar (USD)

Apply Now    

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Join Now

Privacy Statement

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 provide is subject to our privacy policy practices.

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 employment opportunities.

Need disability related assistance?

If you are a US or Canadian applicant with a disability who is unable to use our online tools to search and apply for jobs, please contact us by calling (US and Canada Only) 1-866-777-4690. Please indicate the specifics of the assistance needed.

Keep in touch

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.