Apply Now    

CIB QR – Quantitative Research, Rates – Emerging Markets Hybrids – Assoc/VP

Req #: 180036526
Location: London, ENG, UK
Job Category: Quantitative Research
Job Description:

Job Summary:


We are seeking a person to join the JP Morgan Quantitative Research team focused on Interest Rates and/or Rates Hybrids modelling. Relevant education would be in the area of Financial Mathematics, with focus on IR and hybrids models and programming. We expect the person to share in a balanced mixture of responsibilities, including model research and development, model documentation, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.


Core Responsibilities:

  • Develop models and implement them in C++ for pricing and risk managing derivatives.
  • Rapid prototyping of models and products; benchmark and compare results of various techniques.
  • Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
  • Write well-formulated documents of model specification and implementation testing.

Essential skills, experience and qualifications:

  • Strong software development and C++ skills
  • Strong analytical and problem solving abilities
  • Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
  • Good communication skills, both oral and written
  • PhD or equivalent degree from top tier schools/programs in Mathematics, Mathematical  Finance, Physics or Engineering


Desirable skills / experience:

  • Python; knowledge of financial products



About J.P. Morgan’s Corporate & Investment Bank:


J.P. Morgan’s Corporate & Investment Bank is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.  Further information about J.P. Morgan is available at


JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer.


Apply Now    
Link for schema

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Other Information

Apply Using LinkedIn

You can also apply using your LinkedIn® profile. It may save you some time because your information will be automatically transferred into our system. Just click on the LinkedIn logo when you get to the application screen and follow the directions.

Submit an Updated Résumé

During the application process, be sure you have an up-to-date copy of your Résumé, your cover letter and any other documentation you would like to submit.