About Quantitative Research
Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.
Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.
We make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.
If you are passionate, curious and ready to make an impact, we are looking for you.
Opportunity
We are a team of front-office quants providing modelling solutions to the Equity Derivatives business. Our work combines classical quant finance with modern machine learning techniques to deliver best-in-class models to the trading desk. It includes:
- Developing advanced pricing models and systematic hedging strategies for equity derivatives;
- Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation;
- Working closely with traders to solve problems and identify opportunities;
- Maintaining strong links with the machine learning and quant finance research communities, supervising projects, publishing and presenting academic papers.
Essential Attributes
- Experience in a front-office derivatives trading environment;
- Outstanding analytical and problem-solving abilities;
- Good written and oral communication;
- Strong coding skills;
- Deep understanding of derivatives pricing theory and standard models.
Desirable Attributes
- Hands-on experience of Reinforcement Learning;
- Professional Python/C++ development experience.
