Discover a unique opportunity to become a part of our QR Funds Service team, where we are transforming business practices through automation and quantitative methods where JP Morgan is a dominant player.
Job summary:
As a Quantitative Developer/Strat in Securities Services team, you will help providing quantitative expertise and contribute to delivering a wide product offering to our Securities Services clients.
Quantitative Research (QR) is a global team which expertise ranges across various fields: Derivatives Modelling, Financial Engineering, Data Science and Quantitative Development. You will be a part of the QR Funds Service team, where we leverage the Athena quant platform to provide post-trade and risk management capabilities for OTC derivatives across all asset classes as well as we develop our own analytics and mathematical models that add value to the business and/or help improve the efficiency of our colleagues worldwide. We work closely with our Technology and business partners to deliver our solutions in production.
Job Responsibilities
Contribute to the OTC derivatives agenda for QR Funds Services Leverage JPM internal OTC derivatives library in order to add coverage of new products to the Funds Services Athena platform Deliver risk management solutions for our internal partners Develop and deliver AI analytics that help transforming the business through intelligent automation Partner with Technology to deliver QR analytics to the business Drive projects end-to-end, from brainstorming and prototyping to production delivery Present QR work to key stakeholders
Required qualifications, capabilities, and skills
You have knowledge of the OTC derivatives products and good understanding of their PnL risk drivers You have a previous experience in a trading desk support position either as a Quantitative Analyst or a Developer You demonstrate quantitative and problem-solving skills You have strong coding skills, proficiency in code design and are able to navigate large libraries You have excellent communication skills, both verbal and written, can engage and influence partners and stakeholders You are enthusiastic about knowledge sharing and collaboration
Preferred qualifications, capabilities, and skills
You have an advanced degree (PhD, MSc or equivalent) in Mathematics, Physics or Computer Science You demonstrate knowledge of ML algorithms You have experience in AI models such as NLP