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Associate/Vice President - Linear Quantitative Research - GMG Mumbai

Req #: 170116638
Location: Mumbai, MH, IN
Job Category: Product Management
Job Description:
Global Markets:
Linear Quantitative Research
Associate/Sr Associate/VP
J.P. Morgan’s Global Markets Group (GMG) in Mumbai was set up in 2013 as an extension of the Firm’s global markets teams around the world. GMG is a fast growing team covering multiple asset classes across geographies. GMG provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.
Linear Quantitative Research (LQR) is an expert quantitative modeling group in J.P. Morgan, an unchallenged leader in financial engineering, statistical modeling and portfolio management. With more than 30 researchers worldwide, LQR partners with traders, marketers and risk managers across all products and regions.
The LQR team is responsible for mainly the following:
  • Developing mathematical models for systematic quantitative trading strategies, for example, Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making.
  • Carrying out market microstructure research and writing white papers
Candidates should be able to :
  • Handle high frequency data /Big data and develop statistical model on the same
  • Research, design, implement, and evaluate machine learning approaches and models for the domain
  • Work on short term price predictive , alpha  and portfolio optimization models
  • pre/post trade Analytics(including market microstructure research) for execution Algorithm /risk trading
  • Look into new research on the field and assess the applicability
  • Research as well as implement their Ideas
  • Python and q/Kdb experience is a plus
  • Have mastered advanced mathematics and statistics ( probability, econometrics, optimization and Machine Learning)
  • Algorithms and Data Structures knowledge   
  • Earned a Master or equivalent degree program in math, statistics, econometrics, financial engineering or computer science
  • Exceptional analytical, quantitative and problem-solving skills
  • Good communication and interpersonal skills
Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.
J.P. Morgan’s Global Markets Group (GMG) provides a challenging work environment and excellent opportunities to learn and grow both at the GMG and in the Firm’s global network. Through the diversity of the businesses it supports and the variety of functions it is responsible for, the LQR group provides unique growth opportunities for new hires to develop their abilities and their careers.
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