Quantitative Research - VP or Associate - London - 2023 ReEntry Program

JP Morgan

Location: Greater London

Job Type: Full time

Posted


The ReEntry Program is a 15-week fellowship program, beginning March 20, 2023 and ending June 30, 2023, with the prospect of an offer for permanent employment with JP Morgan Chase at the end of the program. The program offers a reintroduction to corporate life for those returning to the workplace after an extended career break for two or more years. The fellowship placements will be based on both business needs and candidate skill set and interest areas within our Corporate Investment Banking, Asset Wealth Management & Commercial Banking Operations business.

Please refer to our ReEntry Overview page for further information regarding the Program.

JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.5 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the worlds most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at http://www.jpmorganchase.com/

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 modelling 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.

Who We Look For:

Our work combines classical quantitative finance with modern machine learning techniques to deliver best-in-class analytics for pricing and risk management.

  • You have deep understanding of advanced mathematics used in financial modelling including probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization, statistics and modern machine learning methods
  • You are proficient in code design and programming skills, with primary focus on Python and C++
  • You demonstrate strong quantitative and problem-solving skills as well as research skills
  • You have strong interpersonal skills including excellent verbal and written communication and ability to work in multi-location set-up
  • 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

Eligibility to work in the UK is required.

We will consider candidates who have been involved in entrepreneurial, non-for-profit, part-time or consultancy efforts while on their career break.

This role may encompass the performance of UK regulated activity. The successful candidates may therefore be subject to meeting UK regulatory requirements in the assessment of fitness, propriety, knowledge and competence (as assessed by the Firm) and (where appropriate) approval by the UK Financial Conduct Authority and/or the Prudential Regulation Authority to carry out such activities.

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