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. We develop these in Athena, which is a next generation risk, pricing, and trade management platform built in-house at JP Morgan.
Job summary:
As an Associate or Vice President within Quantitative Research Athena and Analytics team, you will be focusing on cross asset topics ranging from pricing library and market model design, risk frameworks, UI design to high performance computing.
Athena is designed to enable rapid innovation on the desk by offering Quantitative Analysts, Risk Managers and Technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications. The power of the Athena platform derives from several key technical innovations: a powerful Dependency Graph implementation, a ubiquitous data store called Hydra, a Real-Time Risk Reporting framework, a robust Deal Model, and a forward propagating, event-driven graph called Reactive.
Job responsibilities:
- Developing Athena (Python) analytics software that is used to price and risk manage financial products
- Designing efficient, scalable and usable cross asset frameworks with the aim of establishing golden standards across all QR streams
- Optimizing code and business processes, providing expert guidance to desk-aligned quant teams in using frameworks
- Support of end users of the frameworks, communicating with desk-aligned quant teams and technology groups.
Required qualifications, capabilities, and skills:
- You have a degree in a quantitative field, e.g. computer science, mathematics, engineering, physics
- You demonstrate outstanding problem solving skills
- You have excellent software and algorithm design and development skills
- You are passionate about software design and writing high quality code
- You demonstrate experience working in pricing libraries and risk management systems
- You have a good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
- You have excellent oral and written communication skills
Preferred qualifications, capabilities, and skills:
- You have a knowledge of finance or quantitative finance
- You have experience writing high quality Python
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.
ABOUT THE TEAM
J.P. Morgan’s Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. Corporations, governments and institutions throughout the world entrust us with their business in more than 100 countries. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.
