JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2 trillion and operations in more than 60 countries. 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.
Linear Quantitative Research group is looking for a strong senior research analyst to support the business across risk, client analytics & pricing, inventory optimization and portfolio algos. Successful candidate will have very strong knowledge on statistical methods (and, preferably, machine learning), good understanding of capital markets and trading with particular emphasis on equities, be able to deliver predictive analytics solutions which can be implemented as components of trading tools, have good communication skills, ability to defend his ideas with senior management and good knowledge of statistical/programming languages such as R, python, scikitlearn, java, C++.
Provide research and trading signals/models in portfolio construction and inventory management
Develop pricing models for client activities taking into account profiles, quantitative features, and historic behavior
Monitor client activity
Work with the business to centralize risk and devise hedging strategies accordingly.
Optimization of collateral and inventory under various constraints arising from risk, regulatory, contractual, capital etc over expected duration etc.
Qualifications and Relevant skills:
Ph.D. in Statistics, Mathematics, Computer Science or Physics
At least 3 years of experience working on a quantitative group covering trading desks preferably in the equities space
Working knowledge of Statistics and/or machine learning in financial industry
Risk and portfolio optimization
Programming in Python, Java or C++
Understanding and working knowledge of trading data and how to manage it.
Data Analysis skills: KDB-Q/SQL experience is a plus
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.
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