If you are passionate, curious, and ready to make an impact, we are looking for you.
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.
We are looking for talented Quant to join Quantitative Research, Rates and Hybrids team in the London office with focus on models for swaps, inflation and bond securities and work responsibilities such as pricing and risk management models for cash and derivatives products, relative value strategies and tools, collateral and trading optimization.
Job responsibilities:
We expect the person to share in a balanced mixture of responsibilities, including support for and discussions with traders, model research and development, model documentation, pricing and risk investigation, product-specific analysis, software and trading tool development.
Required qualifications, capabilities, and skills:
- You demonstrate strong analytical and problem solving abilities;
- You are experienced with software development and Python/C++ skills;
- You have an excellent communication skills, both oral and written;
- You are familiar with probability theory, stochastic processes, and numerical analysis;
Preferred qualifications, capabilities, and skills:
- Masters, PhD or equivalent degree in Mathematics, Computer Science, Mathematical Finance, Physics or other quantitative subject.
- knowledge of financial products and markets;
- knowledge of machine learning/statistical techniques