Apply Now    

CIB QR - Quantitative Research Linear Rates - VP

Req #: 170083342
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Job Description:
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.
 
  • Develop and implement pricing model and risk management infrastructure in C++ and Python for Linear Rates Derivatives business
  • 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 and benchmarking analysis, provide guidance / debug analytics
  • Develop new technology to support Linear Rates trading and risk management
 
 
 
Essential Skills and Qualifications:
 
  • PhD, MS or equivalent degree from top tier schools/programs in Mathematics, Mathematical Finance, Statistics, Physics, Computer Science, or Engineering
  • Knowledge and work experience in Rates financial products
  • Knowledge and work experience in advanced yield curves construction techniques and methods a plus
  • Strong software development; Python and C++ skills
  • Excellent communication skills, both oral and written
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.