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 control.

Job summary:

As a Associate or Vice President in Quantitative Research, Currencies & Emerging Markets (CEM) Data Analytics team, you’ll contribute to the strategic agenda to transform our investment bank into a data-led business and drive change through innovation and business process optimization using state-of-the-art machine learning techniques.

The team's mission is to drive profitability systematically with data. We work closely with the Rates, Currencies and Emerging Markets trading desks across all regions to automate and optimize business problems using data driven solutions. We apply state of the art analytics to both voice and e-trading, and our projects span a wide spectrum of both traditional quant-style projects such as cutting edge yield curve construction and hedge optimizations to markets prediction, patterns trends and alerts detection and integration into the trading flow.

Job responsibilities:

• Contribute directly to the business and client franchise; identify and generate revenue opportunities
• Understand the market drivers behind market moves and their cross-asset and cross-market implications
• Work with cutting edge technology and analytics to infer pricing, hedging and idea generation
• Conduct quantitative research on medium to high frequency trading strategies
• Develop portfolio construction methodologies and new modelling approaches across our systematic businesses

Required qualifications, capabilities, and skills:

• You have an advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science
• You demonstrate significant experience working in professional capacity within quantitative research
• You demonstrate strong quantitative and problem-solving skills as well as research skills
• You understand advanced mathematics arising in financial modelling, in particular numerical analysis, and probability theory
• You demonstrate knowledge of applying statistical and/or machine learning techniques
• You are proficient in Python, C++ and object oriented programming
• You demonstrate ability to grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs
• You’re attentive to detail and easily adaptable
• You have excellent communication skills, both verbal and written.

Preferred qualifications, capabilities, and skills:

• You demonstrate knowledge of Financial Engineering and trading algorithms
• You demonstrate knowledge of Fixed Income markets, in particular interest rate and FX products and markets
• You demonstrate knowledge of KDB / q for large and high frequency data sets
• You have experience with data schemas and data structures would be useful in this role
• You have relevant academic research publications