Quantitative Research

The JP Morgan Quantitative Research team is focused on Interest Rates. Our team has a shared balanced mixture of responsibilities, including model research and development, pricing and risk investigation, time series analysis, relative value/product-specific analysis, software development and discussions with the trading desk.

Job Summary 

As an Analyst in the Quantitative Research team, you focus  on delivering best-in-class models and systems to support pricing and risk management of Interest Rate Derivatives. You will have a chance to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions, working closely with trading desks to give market exposure. 

Job Responsibilities

• Conduct Model research
• Develop Software
• Pricing and risk analysis 
• Conduct Model documentation

Required Qualifications, Capabilities, and Skills

• Strong software development skills in Python or C++
• Strong analytical and problem-solving abilities
• Familiarity with probability theory, stochastic processes, numerical analysis, and statistics
• Good communication skills, both oral and written
• Demonstrable ability to explain complicated technical concepts to a non-technical audience
• Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs

Preferred Qualifications, Capabilities, and Skills

• Relevant academic research publications are a plus
• Knowledge of Rates products: Swap, Inflation, Loans, Repos, Bonds, Structured and Exotic deals
• Knowledge of machine learning/statistical techniques