If you are passionate, curious, and ready to make an impact, we are looking for you.

JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms.

Job summary:

As a Vice President in Quantitative Research, Core Analytics Development team, you will be focusing on high performance computing.

Job responsibilities:

• Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks
• Focusing on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure
• Optimizing code for specific hardware, from today’s production staples to future disruptive innovations
• Supporting of end users of the library and communicating with desk-aligned quant teams and technology groups

Required qualifications, capabilities, and skills:

• You have a postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance
• You demonstrate excellent software and algorithm design and development skills, particularly in C++
• You demonstrate outstanding problem solving skills
• You have basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required

Preferred qualifications, capabilities, and skills:

• You have experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL
• You demonstrate Python, Java, Perl and web programming skills
• You have previous work experience as a software developer or a quant