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2017 Quantitative Research PhD / Masters Full-time Associate Program (China)

Req #: 170070815
Location: Beijing, 11, CN
Job Category: Investment Banking
Job Description:

We are now seeking applicants for Quantitative Research Full Time Associate for our Beijing QR Center.


About J.P. Morgan

J.P. Morgan is one of the most respected financial institutions in the world – which is why we can offer you an outstanding career. We have been doing first-class business in a first-class way for more than 200 years. Throughout our history, we have played a leading role in helping companies grow and markets develop. Globally we work together to deliver the best solutions and advice to meet our clients’ needs, anywhere in the world. We operate in more than 100 countries, and hold global leadership positions in each of our businesses. We have an exceptional team of employees who work hard to do the right thing for our clients, shareholders and the firm every day.


Quantitative Research

Quantitative Research (QR) at J.P. Morgan is an expert quantitative modeling group partnering with traders, marketers, and risk managers across all products and regions, with presence in Beijing, New York, London, Houston, Singapore, Hong Kong, Tokyo, Sydney and Sao Paulo.


Job description

Support of trading businesses

  • Develop mathematical models for pricing, hedging and risk measurement of derivatives
  • Develop algorithms for electronic trading and order execution
  • Develop models and analytics for counterparty exposure and capital usage

Support of Central Risk Management and Finance, both IB and Corporate


  • Risk methodologies and engines
  • Capital and profitability measurement
  • Regulatory relations on capital models and model risk

Support of all of the above, designing and developing

  • Software frameworks for analytics
  • Efficient numerical algorithms and implementing high performance computing

Qualifications needed

  • Enrolled in math, sciences, engineering, finance or computer science
  • Exceptional analytical, quantitative and problem-solving skills
  • Mastery of advanced mathematics and numerical analysis arising in financial modeling
  • Linear algebra, probability theory, stochastic processes, differential equations, numerical analysis
  • Experience with advanced statistical models for empirical estimation of risk models
  • Strong knowledge of options pricing theory or econometric modeling
  • Quantitative models for pricing and hedging derivatives
  • Econometric models for algorithmic trading and execution models
  • Strong software design and development skills, particularly in C++
  • Expertise in grid computing, software frameworks, and software life-cycle
  • Excellent presentation skills, both oral and written
  • Complete online application, and submit your CV at JobConnect
  • Candidates will be reviewed on a rolling basis, please apply early!
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