Apply Now    

CIB QR - Quantitative Research Interest Rates - Associate

Req #: 180014983
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 3000 US Dollar (USD)
Quantitative analyst for the interest rates trading business. In this role you will be responsible for designing, developing, implementing and documenting quantitative models used for the pricing and risk management of interest rates securities and derivatives, as well as supporting the existing set of models. Experience in both rates non-linear derivatives business and electronic trading is a plus.
Core Responsibilities:
  • Model research and specification
  • Software implementation of models (Python/C++)
  • Testing and documentation of models
  • Quantitative support of trading desk: Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide quantitative guidance
  • Develop pricing and calibration tools
  • Benchmark and compare results of various techniques
  • Rapid prototyping of models and products
Essential skills, experience, and qualifications:
  • Strong analytical and problem solving abilities
  • Strong software design and development skills
  • Excellent communication skills; ability to work well with traders, technology and control functions.
  • Masters/PhD or equivalent degree from top tier schools/programs in Math, Computer Science, Math Finance, Physics, or Engineering
Experience level: Associate or VP
Apply Now    

Join our Talent Community

Not ready to apply? Leave your information with us and we will keep you up to date with new career opportunities.

Things to note

Sign in to our application system to continue your job search or update your profile.

Current employees sign in here. Contractors sign in here.

Any information you provide is confidential and will only be viewed by our recruiters in an effort to fill open positions. In addition, the information you provide is subject to our privacy policy practices.

Please note that J.P. Morgan will not accept unsolicited approaches or speculative CVs, nor will J.P. Morgan be responsible for any related fees, from Third Party Firms who are not preferred suppliers.

The firm invites all interested and qualified candidates to apply for employment opportunities.

Need disability related assistance?

If you are a US or Canadian applicant with a disability who is unable to use our online tools to search and apply for jobs, please click here.

Important links

Click here to view the "EEO is the Law" poster.

Click here to view the "EEO is the Law" supplemental poster.

Click here to view our U.S. Pay Transparency Policy.

JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.