JPMorgan Chase Bank, N.A.
Posted: about 1 month ago
Quantitative Researchers (QR) are key part of JP Morgan's markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Athena, a scalable, distributed and highly available risk, pricing, and trade management platform built in-house at JP Morgan.
Athena is designed to enable rapid innovation by offering quantitative analysts, risk managers and technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications.
The power of the Athena platform derives from several key technical innovations: a powerful dependency graph implementation, a global object data store, a real-time risk framework, a robust deal model, and a forward propagating, event-driven graph.
We are looking for a new member to join the Quantitative Research Athena team focusing on cross asset topics ranging from pricing and market model design, trade and risk frameworks to high performance computing.
* Developing Athena (Python) analytics software that is used to price and risk manage financial products
* Designing efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams
* Optimizing code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks
* Support of end users of the frameworks, communicating with desk-aligned quant teams and technology groups.
Essential skills and qualifications
* Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics
* Outstanding problem solving skills
* Excellent software and algorithm design and development skills. Must be passionate about software design and writing high quality code
* Experience writing high quality Python is preferable
* Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
* Knowledge of finance or quantitative finance is desirable
* Excellent oral and written communication skills
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world's most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.
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