If you are passionate, curious, and ready to make an impact, we are looking for you.
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.
Job summary:
As a Vice President inQuantitative Research, Core Analytics Development team, you will be focusing on high performance computing.
Job responsibilities:
* Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks
* Focusing on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure
* Optimizing code for specific hardware, from today’s production staples to future disruptive innovations
* Supporting of end users of the library and communicating with desk-aligned quant teams and technology groups
Required qualifications, capabilities, and skills:
* You have a postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance
* You demonstrate excellent software and algorithm design and development skills, particularly in C++
* You demonstrate outstanding problem solving skills
* You have basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required
Preferred qualifications, capabilities, and skills:
* You have experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL
* You demonstrate Python, Java, Perl and web programming skills
* You have previous work experience as a software developer or a quant
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