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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.
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
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