Quantitative Research [Multiple Positions Available]

JPMorgan Chase & Co.•New York, NY

10d•$200,000 - $285,000•Onsite

About The Position

Develop state-of-the-art analytics and risk management tools for counterparty credit risk and margin. Interact with business end users and collaborate with the XVA modeling team. Design and implement cutting-edge quantitative methods and analytical tools, provide modeling support, and work with technologies across the entire model development lifecycle. Provide modeling support to end users from the Counterparty Credit Risk and the Collateral Management & Optimization groups. Leverage technology across the entire model development lifecycle from initial implementation to model deployment and release testing. Work with High Performance Computing (HPC), including cloud computing, GPU, and automatic differentiation. Automate and apply data analytics to improve processes.

Requirements

Master's degree in Computational Finance, Mathematical Finance, Statistics, Quantitative Finance, Math, Physics, Computer Science, Computer Engineering, or related field of study plus 2 years of experience in the job offered or as Quantitative Research, Associate, Quantitative Associate, Quantitative Analyst, or related occupation.
PhD in Computational Finance, Mathematical Finance, Statistics, Quantitative Finance, Math, Physics, Computer Science, Computer Engineering, or related field of study and no experience.
Researching and developing quantitative finance models for derivative pricing and margin calculations.
Supporting and backtesting margin models.
Supporting trading functions and risk managers by explaining and troubleshooting quantitative models.
Implementing quantitative models in object-oriented programming languages including C++ and Python.
Retrieving financial data and performing statistical analysis using programming languages including Python and Excel.

Responsibilities

Develop state-of-the-art analytics and risk management tools for counterparty credit risk and margin.
Interact with business end users and collaborate with the XVA modeling team.
Design and implement cutting-edge quantitative methods and analytical tools.
Provide modeling support.
Work with technologies across the entire model development lifecycle.
Provide modeling support to end users from the Counterparty Credit Risk and the Collateral Management & Optimization groups.
Leverage technology across the entire model development lifecycle from initial implementation to model deployment and release testing.
Work with High Performance Computing (HPC), including cloud computing, GPU, and automatic differentiation.
Automate and apply data analytics to improve processes.