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CIB – Risk - Quantitative Research, Long-Dated FX / Rates Hybrids Analyst – Associate / VP - London

Job Description

Job Summary:

 

We are seeking a person to join the JP Morgan Quantitative Research team focused on Long-Dated FX derivatives and Interest Rate Hybrids. Relevant education would be in the area of Financial Mathematics, with focus on interest rate models, fx models, and programming. We expect the person to share in a balanced mixture of responsibilities, including model research and development, model documentation, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.

 

Core Responsibilities:

  • Develop models and implement them in C++ for pricing and risk managing derivatives.
  • Rapid prototyping of models and products; benchmark and compare results of various techniques.
  • Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
  • Write well-formulated documents of model specification and implementation testing.

Essential skills, experience and qualifications:

  • Strong software development and C++ skills
  • Strong analytical and problem solving abilities
  • Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
  • Good communication skills, both oral and written
  • PhD or equivalent degree from top tier schools/programs in Mathematics, Mathematical  Finance, Physics or Engineering

 

Desirable skills / experience:

  • Python; knowledge of financial products

 

About JPMorgan Chase & Co.

J.P. Morgan serves one of the largest client franchises in the world. Our clients include corporations, institutional investors, hedge funds, governments and affluent individuals in more than 100 countries. J.P. Morgan is part of JPMorgan Chase & Co. (NYSE: JPM), a leading global financial services firm with assets of $2.1 trillion.  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. A component of the Dow Jones Industrial Average, JPMorgan Chase serves millions of clients and consumers under its J.P. Morgan and Chase, and WaMu brands.

 

JPMorgan offers an exceptional benefits program and a highly competitive compensation package.

JPMorgan is an Equal Opportunity Employer

 

Req #: 160016178
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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