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CIB QR - Quantitative Research Equities - Vice President

Req #: 170100634
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Job Description:
JP Morgan Chase
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the world's most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. Information about JPMorgan Chase & Co. is available at
Our Firmwide Risk Function
Our Firmwide Risk function is focused on cultivating a stronger, unified culture that embraces a sense of personal accountability for developing the highest corporate standards in governance and controls across the firm. Business priorities are built around the need to strengthen and guard the firm from the many risks we face, financial rigor, risk discipline, fostering a transparent culture and doing the right thing in every situation. We are equally focused on nurturing talent, respecting the diverse experiences that our team of Risk professionals bring and embracing an inclusive environment.
Job Description:
  • Responsible for research, development and implementation of quantitative models for convertible bonds and other equity hybrid products.
  • This include design, implement and maintain quantitative models in C++ for such products
  • Maintain internal quantitative research libraries in C/C++/Python under both Linux and Windows platform
  • Applying statistical techniques and machine learning research algorithms to analyze the convertible bond time series data
  • Provide quantitative support for firm’s global convertible trading and banking activities
  • Provide quantitative guidance/support for middle/back office, technology and various control and regularity functions to ensure proper usage of the models for such products.
Position Qualifications:
  • Candidate should possess a master or doctorate degree in quantitative finance or in a quantitative discipline such as mathematics, statistics, science or engineering with solid knowledge in quantitative finance especially derivative pricing.
  • Solid C++/Python programming skill is required.
  • Previous working experience in numerical study involving finite difference method, statistical inference, time series analysis, optimization is strongly desired.
  • Strong communication skill is required.
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