Quantitative Research [Multiple Positions Available]

JPMorgan Chase & Co.•New York, NY

3h•$210,000 - $285,000•Onsite

About The Position

Contribute to the strategic agenda to further transform equities trading into a data-led business and drive change through innovation and business process optimization using state-of-the-art electronic trading techniques. Work closely with trading to build analytics and data-driven processes that automate and optimize trading quantitatively, with special focus on ETF trading. Contribute from idea generation to production implementation. Perform research, design prototype, implement analytics and trading algorithms, support daily usage and analyze performance. Develop pricing models for market making activities taking into consideration alpha signals, quantitative features, and historic behavior using statistics, machine learning or heuristics. Work with the business to recycle risk and devise hedging strategies accordingly. Use of order book dynamics and electronic trading algorithms.

Requirements

Develop risk analytics using portfolio factor models including Barra and Axioma
Building end to end automated and real time trading solutions using peer to peer messaging protocols Including AMPS, Tibco RV and Kafka
Design and implementation of systematic hedging solution using Python
Using statistical and machine learning packages including SciPy, XGBoost and Matplotlib to optimize trade execution
Using Tableau and Matplotlib to view historical data simulation and build framework for automated decision making using machine learning and statistical libraries including stats, sci-kit learn, and TensorFlow
Using time series databases including KDB to develop software systems
Conduct trading strategy research using Object Oriented Languages including Python, C++ and Java
Utilizing decision driven analytics from data stored in KDB in Object Oriented Language

Responsibilities

Contribute to the strategic agenda to further transform equities trading into a data-led business and drive change through innovation and business process optimization using state-of-the-art electronic trading techniques.
Work closely with trading to build analytics and data-driven processes that automate and optimize trading quantitatively, with special focus on ETF trading.
Contribute from idea generation to production implementation.
Perform research, design prototype, implement analytics and trading algorithms, support daily usage and analyze performance.
Develop pricing models for market making activities taking into consideration alpha signals, quantitative features, and historic behavior using statistics, machine learning or heuristics.
Work with the business to recycle risk and devise hedging strategies accordingly.
Use of order book dynamics and electronic trading algorithms.