Quantitative Research – Investible Index and Nexus – Vice President or Associate
Location: Greater London
Job Type: Full time
About Quantitative Research
Quantitative Research (QR) is an expert quantitative modelling 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.
We are a team of front office quants working in close partnership with Structuring, Trading and Technology, covering the growing business of Investible Indices and Nexus globally. Our mission is to provide cutting edge modelling and risk management solutions, transformative analytical tools and data driven solutions to empower business innovation end-to-end. We are seeking a talented strategist to make immediate contribution to the business.
In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. 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 in areas of computer science, data-driven modelling, optimization and applied mathematics, with a keen interest to apply these techniques to quantitative strategies business and to have a transformational impact, we are looking for you.
You’ll contribute to the firm’s product innovation, effective risk management, financial risk controls. Specially, you’ll have the chance to focus on:
- Platform design, implementation and life-cycle management of complex strategies;
- Quantitative solutions for pricing and risk management of tradable strategies;
- End-to-end automation and optimization of trading execution;
- Analytical tools for risk analysis and strategy explorations;
- Desk-aligned pre & post trade support for bespoke transactions;
- Platform architecture and development alongside partners in Technology.
- You demonstrate exceptional quantitative and problem-solving skills as well as research skills;
- You have experience of working in Front Office environment or in close collaboration with Front Office partners;
- You demonstrate proficiency in code design and programming skills, with primary focus on Python;
- You have excellent practical data analytics skills on real data sets gained through hands-on experience, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, scikit, TensorFlow);
- You demonstrate experience applying statistical and/or machine learning techniques in the financial industry;
- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
- You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things;
- You’re enthusiastic about knowledge sharing and collaboration;
- Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders; You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences.
- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. Relevant academic research publications a plus;
- Programming in C++;
- Good practical knowledge of derivatives pricing and risk management theory, vanilla options and volatility products.
Beyond that, we’re interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.