Quantitative Research - Rates - Vice President Quantitative Research - Rates - Vice President
JPMorgan Chase & Co. London, United Kingdom Quantitative Research - Rates - Vice President
JPMorgan Chase & Co. Quantitative Research - Rates - Vice President
The Rates QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to complex derivative deals, as well as improve the performance of algorithmic trading strategies and promote advanced electronic solutions to our clients worldwide. As a Quantitative Developer in Quantitative Research Rates team, you will be providing modelling solutions to the Rates business. Your work will combine classical quant finance with solid software engineering to deliver best-in-class models to the trading desk.
Quantitative Research (QR) is an expert quantitative modelling group in J.Morgan, as well as a leader in financial engineering, data analytics, statistical modelling 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.
Develop advanced analytical and risk management models and capability
Implement these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
You have experience in a front-office derivatives trading environment;
You demonstrate strong coding and software engineering skills with a passion for technical excellence
You have professional Python/C++ development experience
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. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
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Morgan's Commercial & Investment Bank is a global leader across banking, markets, securities services and payments. The Commercial & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.