Quantitative Researchers (QR) are key part of JP Morgan’s markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. 

Position Summary:

As a Vice President for the QRMC (Quantitative Research Market Capital) team,  you will build financial engineering, data analytics, and statistical models and infrastructure. You will partner with various stakeholders across all products and regions, contributing to product innovation, valuation, risk management, and portfolio optimization. 

Job Responsibilities:

Implementation of the next generation of risk analytics platform and assess model performance, perform back testing analysis and P&L attribution; Improve performance and scalability of analytics algorithms and develop and enhance mathematical models for VaR/Stress/FRTB; Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk; Design efficient numerical algorithms and implementing high performance computing solutions. Design and develop software frameworks for analytics and their delivery to systems and applications.

Required qualifications, capabilities, and skills:

Good interpersonal and communication skills, ability to work in a group Graduate degree in Mathematics or Computer Science Expertise in Python and/or C++, including experience with numpy, scipy and/or pandas  Expertise in data structures, standard algorithms and OO design.  Strong software design skills and implementation skills  Strong analytical and problem solving abilities.  Excellent oral and written communication skills

Preferred qualifications, capabilities, and skills:

Knowledge and experience of machine learning is a plus Knowledge of financial products and understanding of derivatives valuation models is a plus Probability theory, financial math or stochastic calculus is a plus Knowledge of finance or quantitative finance is desired