JPMorgan Chase & Co.-posted about 1 month ago
$150,000 - $200,000/Yr
Full-time • Mid Level
New York, NY
5,001-10,000 employees
Credit Intermediation and Related Activities

The JP Morgan Quantitative Research team is focused on Interest Rates. Our team has a shared balanced mixture of responsibilities, including model research and development, pricing and risk investigation, time series analysis, relative value/product-specific analysis, software development and discussions with the trading desk. Job Summary As an Analyst in the Quantitative Research team, you focus on delivering best-in-class models and systems to support pricing and risk management of Interest Rate Derivatives. You will have a chance to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions, working closely with trading desks to give market exposure.

  • Conduct Model research
  • Develop Software
  • Pricing and risk analysis
  • Conduct Model documentation
  • Strong software development skills in Python or C++
  • Strong analytical and problem-solving abilities
  • Familiarity with probability theory, stochastic processes, numerical analysis, and statistics
  • Good communication skills, both oral and written
  • Demonstrable ability to explain complicated technical concepts to a non-technical audience
  • Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs
  • Relevant academic research publications are a plus
  • Knowledge of Rates products: Swap, Inflation, Loans, Repos, Bonds, Structured and Exotic deals
  • Knowledge of machine learning/statistical techniques
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