JP Morgan Chase - Executive Director - QR Rates Modelling

Executive Director- QR Rates Modelling

Description :

Opportunity :

- We are looking for an experienced Quant to join our team in Mumbai . The Rates Modeling QR team works closely with different stakeholders in the Global QR Rates team 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.

- In addition, we are providing on job training, intensive internal classroom training, and online courses, all given by our experienced quants. Through the diversity of the businesses it supports and the variety of functions that it is responsible for, Quantitative Research group provides unique growth opportunities for you to develop your abilities and your career.

- We make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental and physical health needs or particular family considerations. If you are passionate, curious and ready to make an impact, we are looking for you.

Your Impact :

You'll contribute to the firm's product innovation, effective risk management, financial risk controls. Specially, you'll have the chance to :

- Develop mathematical models for pricing, hedging and risk measurement of derivatives securities;

- Identify major sources of risk in portfolios, explain model behavior by carrying out scenario analyses, develop and deliver quantitative tools;

- Model Testing, Analysis and documentation and engaging with various stakeholders for model approval;

- Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk;

- Implement risk measurement, valuation models or algorithmic trading modules in software and systems;

- Design efficient numerical algorithms and implementing high performance computing solutions;

About You :

- You demonstrate quantitative and problem-solving skills as well as research skills;

- You have good understanding of advanced mathematical topics like probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization;

- You have experience of code design and demonstrable programming skills in C++/Python or any other programming language;

- You demonstrate good judgment - decision-making is your strong side;

- You're attentive to detail and easily adaptable;

- You're enthusiastic about knowledge sharing and collaboration;

- You have strong interpersonal skills - you listen and communicate in a direct, succinct manner;

- Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders; You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences;

Desirables :

- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. Relevant academic research publications a plus;

- Knowledge of options pricing theory, fixed income markets, in particular interest rate products and models, is a plus, but it's not strict requirement;

- Experience with data schemas and data structures would be useful in this role;

- Robust testing and verification practices;

About Us :

- 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.

Note : For your candidature to be considered on this job, you need to apply necessarily on the company's redirected page of this job. Please make sure you apply on the redirected page as well.