JP Morgan Chase - Quantitative Research Analyst

- J.P. Morgan's Global Quants Group in Mumbai was set up in 2013 as an extension of the Firm's global quants teams around the world. It is a fast growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.

- This position is a Quant profile to support the activities of the Quantitative Research Group (cross asset classes) sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm's booking models of exotic structures and also help in developing new models for structures as and when necessary. The group also plays pivotal role in developing systematic quantitative trading strategies, investible index strategies, financial engineering, statistical modeling, price verification and portfolio management. The group, along with global counterparts, develops, implements, enhances, maintains, reviews, tests and documents models for pricing and risk management. The group is also responsible for the state-of-art technical infrastructure and processes required for its function.

The primary responsibilities for this role will include:

- Develop, implement, enhance, maintain, review, test and document models for pricing, algo-trading, valuation-control and risk-management

- Rapid prototyping & deployment of tools for use by Front-office

- Independent quantitative evaluation of complex and technical models, focusing on payoff construction and would cover methodology, construction and testing of models

- Carrying out market microstructure research and writing white papers

- Full-range of programming tasks(in C++ and Python) - problem analysis, solution determination, code design and development, integration, test, modification and documentation

Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan's highly sophisticated solutions.

Essential Skills:

- Knowledge of at least one of Python/C++

- Strong analytical and problem solving abilities.

- Good communication.

- Degree educated or equivalent in a technical discipline

Desirable Skills:

- Strong C++ design skills

- Advanced mathematics and statistics ( probability, econometrics, optimization and Machine Learning)

- Knowledge of financial mathematics, derivative pricing, stochastic calculus, and structured products.

- Experience in High-Performance Computing, SVN, Git, q/Kdb would be a plus

- Banking experience is a distinct advantage

Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.

J.P. Morgan's Global Quants Group provides a challenging work environment and excellent opportunities to learn and grow both at the Quants Group and in the Firm's global network.

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.

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