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- Driving design, roll-out and adoption to automate marking and pricing of fixed income and FX products.
- Research, development, back-testing, deployment and support of real time analytics for interest rates products using a combination of C++ and python
- Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
- Build prototype application for the desk to quickly evaluate ideas.
- Applying statistical analysis to market movement and trade data
Essential skills, experience and qualifications:
- Strong programming OO design skills with C++/Python skills
- Strong analytical and problem solving abilities
- Excellence in statistics, probability and numerical analysis
- Good communication skills, both oral and written
- Attention to detail: thorough and persistent in delivering production quality analytics.
- Ability to work in a high-pressure environment.
- PhD/Master or equivalent degree from top tier schools/programs in Mathematics, Mathematical Finance, Computer Science, Data Science, Physics or Engineering
Desirable skills / experience:
- Knowledge of interest rates products
- Experience with reactive programming
- Experience with derivative products
JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
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.
The health and safety of our colleagues, candidates, clients and communities has been a top priority in light of the COVID-19 pandemic. JPMorgan Chase was awarded the “WELL Health-Safety Rating” for all of our 6,200 locations globally based on our operational policies, maintenance protocols, stakeholder engagement and emergency plans to address a post-COVID-19 environment.
As a part of our commitment to health and safety, we have implemented various COVID-related health and safety requirements for our workforce. Employees are expected to follow the Firm’s current COVID-19 or other infectious disease health and safety requirements, including local requirements. Requirements include sharing information including your vaccine card in the firm’s vaccine record tool, and may include mask wearing. Requirements may change in the future with the evolving public health landscape. JPMorgan Chase will consider accommodation requests as required by applicable law.
Equal Opportunity Employer/Disability/Veterans
About the Team
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.