Quantitative Research - Securities Services - Vice President
Location: Greater London
Job Type: Full time
If you are passionate, curious and ready to make an impact, we are looking for you.
Quantitative Research (QR) is a global team which expertise ranges across various fields: Derivatives Modelling, Financial Engineering, Data Science and Quantitative Development.
QR helps transforming business practices through automation and quantitative methods where JP Morgan is a dominant player.
We are looking for an experienced Quantitative Developer/Strat to join the QR Funds Services team in London. This group is within Securities Services Quantitative Research and part of the global Quantitative Research Group.
QR Funds Services team's mission is to provide quantitative expertise and contribute to delivering a wide product offering to our clients. We leverage the Athena quant platform to provide post-trade and risk management capabilities for OTC derivatives across all asset classes. We also develop our own analytics and mathematical models that add value to the business and/or help improve the efficiency of our colleagues worldwide. We work closely with our Technology and business partners to deliver our solutions in production.
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.
You’ll will be steering the OTC derivatives agenda for QR Funds Services. Specially, you’ll have the chance to:
- Leverage JPM internal OTC derivatives library in order to add coverage of new products to the Funds Services Athena platform
- Deliver risk management solutions for our internal partners
- Develop and deliver analytics that help transforming the business and contributing to the automation agenda
- Partner with Technology to deliver QR analytics to the business
- Leading projects end-to-end, from brainstorming and prototyping to production delivery
- Present QR work to key stakeholders
Required qualifications, capabilities, and skills:
- You have knowledge of the OTC derivatives products and good understanding of their PnL risk factors
- You have a previous experience in a trading desk support position either as a quant or a developer
- You demonstrate quantitative and problem-solving skills
- You demonstrate a coding skills, proficiency in code design and are able to navigate large libraries
- You have excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
- You are enthusiastic about knowledge sharing and collaboration
Preferred qualifications, capabilities, and skills:
- You have advanced degree (PhD, MSc or equivalent) in Mathematics, Physics or Computer Science.
- You demonstrate a knowledge of ML algorithms
- You have experience in delivering AI models such as NLP engines