We are seeking a person to join the JP Morgan Quantitative Research team focused on Commodities modelling for electronic trading. Relevant education would be in the area of Computer Science or Financial Mathematics, though well qualified engineers, scientists and other candidates are encouraged to apply. 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.
· Develop models and implement them in either Python or Java
· Rapid prototyping of models and products; benchmark and compare results of various techniques.
· Explain model behaviour and predictions to traders and control functions, carry out scenario analysis, provide guidance / debug analytics.
· Write well-formulated documents of model specification and implementation testing.
· Strong software development skills preferably in Java, C or C++
· Strong analytical and problem solving abilities
· Excellence in probability theory, stochastic processes, and numerical analysis
· Good communication skills, both oral and written
· PhD or Masters degree from top tier schools/programs in Mathematics, Mathematical Finance, Physics, Computer Science or Engineering
· Experience in electronic trading in the FICC space with linear products
· Knowledge of Python and Pandas
· Knowledge of a time series DB like KDB+ or OneTick
· Knowledge of an RDBMS like MySQL or Oracle
· Knowledge of commodities financial flow products
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