Opportunity:

Rates trading optimization: junior-level position for Quantitative Research. This is an entry level (0-3 years’ experience) quantitative research, analytics, automation and optimization role with the Rates Quantitative Research (QR) AAO at JP Morgan. The role affords the new team member opportunities to work on the cutting-edge data analytics and quantitative Rates trading optimization problems. The team's mission is to bring data-driven decision making and automation to the Rates business.

Core Responsibilities:

• Develop and maintain models, methodologies and infrastructure to provide quantitative inputs to the algorithmic and systematic trading strategies in Rates
• Work across Rates Derivatives quantitative modeling and automated trading strategies in establishing the common grounds and approaches in building new models and execution algorithms
• Enrich Rates Derivatives modeling with the latest state-of-the art Data Analytics, Artificial Intelligence and Machine Learning models, approaches and techniques.
• Develop data-driven decision making analytics with demonstrable impact

Essentialskills, experience, and qualifications:

• PhD, MS or equivalent degree from top tier schools / programs in Mathematics, Mathematical Finance, Statistics, Physics, or Engineering
• Excellence in probability theory, numerical analysis and Machine Learning techniques
• Strong analytical skills, knowledge of Statistical Learning and its applications to Finance
• Strong software development; Python and C++ skills
• Preferable: knowledge of Financial Engineering and Rates financial products
• Excellent communication skills, both oral and written