Quantitative Research - QR Analytics Lead - Vice President

Job Description

About Quantitative ResearchQuantitative 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 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. We are looking for a new member to join our core analytics team focusing on pricing library design, infrastructure and high performance computing.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 ImpactYou ll contribute to the firm s product innovation, effective risk management, financial risk controls. Specially, you ll have the chance to:

• Develop in a software library that prices derivatives and calculates risks in C++/CUDA/Python, designing efficient numerical algorithms and implementing high performance computing solutions;
• Design and maintain processes and infrastructure to manage the library s software development lifecycle and to support the many hundreds of developers working on it;
• Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firm s risk platform;
• Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from today s production staples to future disruptive innovations;
• Support end users of the library and communicate with desk-aligned quant teams and technology groups;

About You

• You demonstrate proficiency in code design and programming skills, with primary focus on C++, but also Python and you can also turn your hand to other tools and technologies as required;
• You re interested in applying agile development practices in a front-office trading environment, including robust approaches to testing and software development lifecycle;
• You re passionate about software design and writing high quality code;
• You demonstrate quantitative and problem-solving skills;
• You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
• You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things;
• You re attentive to detail and easily adaptable;
• You re enthusiastic about knowledge sharing and collaboration;
• You have strong interpersonal skills you listen and communicate in a direct, succinct manner;

Desirables

• Graduate degree (Bachelors or equivalent) in Engineering, Computer Science, etc.
• Relevant experience writing high quality C++ software
• Orientation towards careful system and solution design and implementation;

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.About Us 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 first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants and employees religious practices and beliefs, as well as any mental health or physical disability needs.About the Team [Do not edit]The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world s most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.Clients turn to our industry-leading Markets, Sales and Research team to offer clients unique market insights on sectors and companies, and actionable ideas using research to make well-informed investment decisions. Teams understand products across asset classes and help clients structure solutions that manage risk, enhance yield and solve complex financial problems.,

Keyskills :
project managementautomationcost controlsoftware development life cyclestrong interpersonal skillscode designmarket makingdata analyticsfinancial riskrisk managementsolution designsoftware design