Quantitative Research – Big Macro – Analyst or Associate
Location: Greater London
Job Type: Full time
J.P. Morgan’s Corporate & Investment Bank (CIB) is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
Data and analytics play critical roles for management in navigating today’s complex business environment. This is an entry level (0-3 years of experience) analytics, automation and optimization role within the BIG Macro Quantitative Research (QR) AAO team at JP Morgan. The role affords the new team member opportunities to work on cutting-edge data analytics and quantitative macro trading and sales optimization problems. The team's mission is to bring data-driven decision making and automation to the Macro business. This is a highly visible role within a specialized team of data analysts. The role will require analytical insight, strong data discipline, sound understanding of technology, strong business acumen, and an entrepreneurial spirit to execute and drive results. Strong communication skills and the ability to bridge the gap between technology and business users is a must.
- Work with the Sales and Trading desks to understand critical metrics and relevance to their business strategy
- Understand and refine current data architectures to persist critical business data across all business lines
- Drive standardization across processes and reporting. Suggest and implement controls to improve efficiency & accuracy of existing processes
- Develop and enhance existing key MIS performance analytics and reporting
- Help develop predictive analytics to detect changes in data patterns that may be precursor to changes in our business
- Pro-actively drive adoption and rollout of business intelligence tools and data APIs.
- 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, 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