If you are passionate, curious, and ready to make an impact, we are looking for you.
JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies, and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms.
Job summary:
As a Vice President in the Quantitative Research, Core Analytics Development team, you will focus on high-performance computing.
Job responsibilities:
- Developing software libraries in C++/CUDA/Python that price derivatives and calculate risks.
- Focusing on efficient algorithms, vectorization, parallelization, compiler optimizations, architecture of cross-asset pricing engines, core library frameworks, and continuous integration infrastructure.
- Optimizing code for specific hardware, from current production staples to future disruptive innovations.
- Supporting end-users of the library and communicating with desk-aligned quant teams and technology groups.
Required qualifications, capabilities, and skills:
- Postgraduate degree (preferably PhD) or equivalent in a quantitative field such as computer science, mathematics, engineering, physics, or finance.
- Excellent software and algorithm design skills, particularly in C++.
- Outstanding problem-solving skills.
- Basic understanding of numerical methods, probability, and foundations of quantitative finance to facilitate detailed model understanding if required.
Preferred qualifications, capabilities, and skills:
- Experience in parallel programming, e.g., TBB, OpenMP, CUDA, or OpenCL.
- Skills in Python, Java, Perl, and web programming.
- Previous experience as a software developer or a quant.
About the Team
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 approach to serving clients is first-class in every aspect. We aim to build trusted, long-term partnerships to help our clients achieve their business objectives.
We value the diverse talents of our global workforce, which are key to our success. We are an equal opportunity employer and highly value diversity and inclusion. We do not discriminate based on protected attributes such as race, religion, gender, sexual orientation, gender identity, age, marital or veteran status, pregnancy, disability, or any other protected characteristic. We also provide reasonable accommodations for religious practices, mental health, or physical disabilities. For more information about requesting accommodations, visit our FAQs.
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