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CIB QR Quantitative Research Machine Learning/eTrading Quality Assurance Team VP

12.00 to 18.00 Years   Mumbai City   20 May, 2019
JPMorgan
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
Industryanking / Financial Services
Functional AreaGeneral / Other SoftwareR&D / Product Design
EmploymentTypeFull-time

Job Description

Quantitative Research (QR) is an expert quantitative modeling group in J.P. Morgan, a worldwide leader in financial engineering, statistical modeling, and portfolio management. With more than 600 researchers worldwide, QR partners with traders, marketers, and risk managers across all products and regions.This position is for a talented quant profile in machine learning and related fields with an inquisitive spirit and keen on being part of our data-driven transformation of the businesses of the investment bank. The role is part of a team tasked with partnering with desk-aligned quants globally to scrutinize, develop, and enhance electronic trading/machine learning models, as well as ensuring the models adhere to stringent internal and external regulatory standards. The team mandate includes:

  • Participating in cutting edge research and apply of machine learning and data science methodologies to financial markets
  • Analyzing as well as developing mathematical models for systematic quantitative trading strategies, for example Electronic Trading Algorithms, Index Arbitrage, Statistical Arbitrage, portfolio optimization, flow recommendation research, IOI and Market Making
  • Engineering innovative solutions using a variety of approaches such as time-series forecasting, predictive modelling, cluster analysis, dimensionality reduction, and recommender systems
  • Implementing strategies in trading frameworks, as well as developing & supporting associated GUIs and tools
  • Evaluating models through stability-testing and back-testing the strategies over simulated environment and extreme market conditions
  • Guiding models through the entire development lifecycle, including preparing high-quality documentation and driving the models through the internal model review & approval process
  • Overseeing the ongoing performance of deployed models through reactive and proactive support, monitoring, and reporting
  • Master s, PhD, or equivalent degree program in mathematics, sciences, statistics, econometrics, engineering, financial engineering, computer science, or other quantitative fields
  • Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics, optimization), with core expertise in statistics and machine learning theory, techniques, and tools
  • Exceptional analytical, quantitative, and problem-solving skills
  • Prior experience in Big Data, microstructure research, or developing execution strategies or short term price prediction models
  • Programming experience with one or more of Python, R, Matlab, Tensorflow, optionally C++
  • Strong communication and interpersonal skills
  • Ability to ask incisive questions, converge on critical matters, assess materiality and escalate issues
  • Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.
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Keyskills :
quantitativeresearchcommercialbankingfinancialservicesdocumentationcommunicationj2eemanualtestingmanagementjavaransfmation

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