JPMorgan Chase - Quantitative Research Role - Indices Modelling

Quantitative Research - Indices : The team uses financial engineering, data analytics, statistical modeling and portfolio optimization techniques for financial institutions. As a global team, we partner with traders, marketers and risk managers across all products and regions, contributing to sales and client interaction, product innovation, valuation and risk management, portfolio optimization, and applying appropriate financial risk controls. We are looking for an experienced quantitative strategist to join our team in Mumbai, and work closely the trading desks to design, build, and risk manage tradable indices.

Description for Internal Candidates

Required skills:

- You have a strong programming background with proficiency in Python or C++.

- You understand advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization and statistics.

- You are experienced with object oriented programming concepts.

- You demonstrate exceptional analytical, quantitative and problem-solving skill;

- Your excellent communication skills, both verbal and written

Desirables:

- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc;

- Markets experience and general trading concepts and terminology is useful to be familiar with;

- Knowledge of options pricing theory, trading algorithms or financial regulations;