Apply Now    

CIB QR - Quantitative Research Rates Associate

Req #: 170064102
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Job Description:
Job Summary:
 
We are seeking a person to join the JP Morgan Quantitative Research team focusing on the risk/technology initiatives of the asset management group. Relevant education/experiences would be in the area of financial mathematics, with emphasis on interest rate/credit/fx models & products, and programming. We expect the person to share in a balanced mixture of responsibilities including model research/development/documentation, pricing & risk investigation, software development and discussions with the asset managers/traders as well as technology/risk managers/reviewers/auditors, etc.
 
Core Responsibilities:
 -Implement/support models and risk framework in Python/C++ for pricing and risk managing derivatives.
-Rapid prototyping of instruments, models and risk reports; benchmark and compare results of various techniques.
-Explain pricing, risk and pnl predict to traders, controllers and technology team. Identify major sources of risks, carry out scenario analysis, provide guidance, debug analytics.
-Document model specifications and implementation testings.
Qualifications
 
Essential skills, experience and qualifications:
 
-Strong software development and Python or C++ skills
-Strong analytical and problem solving abilities
-Master or PhD degree in Mathematics, Math Finance, Physics or Engineering
-Good communication skills, both oral and written
  
 Desirable skills / experience:
 
-Knowledge of financial products, especially related to IR/FX/credit markets
Apply Now    

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.