Quantitative Research

2 months ago

London, United Kingdom JPMorgan Chase Bank, N.A. Full time

Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modeling, and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

**Opportunity**:
We are looking for an experienced quant to join our team in London within the Market Risk Quantitative Research team. Its mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure for the risk management and regulatory capital of the Global Rates and Rates Exotics business. We also work closely with other Quantitative Research team members, coverage teams (Trading and Market Risk), Technology and Model Risk teams.

As part of the firm's effort to enhance the strategic risk system, the Quantitative Research team has a strong requirement for new model development, involving significant research and development, and implementation in python. We are looking for a quantitative Associate for a versatile role which mixes vanilla and complex derivatives modelling quant skills with expertise in statistical and data and computer science.

In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.

We make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental and physical health needs or particular family considerations.

If you are passionate, curious and ready to make an impact, we are looking for you.

**Your Impact**:
You'll contribute to the firm's product innovation, effective risk management, financial risk controls. Specially, you'll have the chance to:

- Develop mathematical models for risk measurement of derivatives securities;
- Carry out research projects into innovative methodologies or improving the existing Market Risk and Regulatory Capital framework;
- Assess the appropriateness of quantitative risk management models and their limitations, identifying and monitoring the associated model risk;
- Support our model users by explaining model behavior, identifying major sources of risk in portfolios, carrying out scenario analyses, developing and delivering quantitative tools, and researching for new innovative models;
- Implement risk measurement and management modules in software and systems;
- Design efficient numerical algorithms and implementing high performance computing solutions;

**About You**:

- You're interested in market risk from a risk management and regulatory capital perspectives;
- You understand the different types of risk and you can discuss in detail ways of managing these risks;
- You demonstrate quantitative and problem-solving skills as well as research skills;
- You understand advanced mathematics arising in financial modeling like in probability theory, stochastic calculus, statistics;
- You have excellent practical data analytics skills on real data sets gained through hands-on experience, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, scikit, TensorFlow);
- You are familiar with tools and methods of exploratory data analysis, visualization and modeling in Python e.g., pandas, scipy, sklearn, Jupyter;
- You bring computer programming experience such as python or C/C++
- You demonstrate proficiency in at least one of the object-oriented programming, like C++ or Java and good at one of Python, Matlab or R;
- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
- You're enthusiastic about knowledge sharing and collaboration;
- You have strong interpersonal skills - you listen and communicate in a direct, succinct manner;

**Nice to have**:

- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science;
- Markets experience and general risk management concepts and terminology (VaR, ES) is useful to be familiar with;
- Knowledge of Fixed Income markets is a plus, but it's not strict requirement
- Orientation towards careful system and solution design and implementation;
- Robust testing and verification practices;
Beyond that, we're interested in the things that make you unique: personal qualities, outside interests and achievements beyond academia and profession that demonstrate the kind of person you are and the differences you could bring to the team.
J.P. Morgan is a global leader in

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