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CIB – Risk – EMEA Interest Rates Quantitative Research – Associate / VP - London

Job Description

A position in EMEA Interest Rates Quantitative Research team, with responsibilities including but not limited to pricing/risk investigation of various products such as interest rate swaps, inflation swaps, interest rate options and exotics, vanilla CDS, etc. and model/software research/development. 
 
Core Responsibilities:
  • Research and development in Python and C++
  • Explain model behavior and identify major sources of risk in portfolio, perform scenario analysis
  • Actively participate in CIB control agenda and processes
Qualifications:
  • Exceptional development skills in both Python and C++
  • Strong analytical and problem solving abilities and the ability to maintain critical thinking abilities
  • Good knowledge in probability theory and numerical analysis
  • Effective communication and teamwork
  • PhD or equivalent degree from top tier schools/programs in Computer Science, Engineering, Computational Physics, Chemistry or Mathematics

 

 
About J.P. Morgan’s Corporate & Investment Bank
 
J.P. Morgan’s Corporate & Investment Bank is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.  Further information about J.P. Morgan is available at www.jpmorgan.com.
 
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer.
Req #: 160038258
Location: London, ENG GB
Job Category: Accounting/Finance/Audit/Risk
Employment Type: Full Time
Potential Referral Amount: 3500 Pound Sterling (GBP)

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