Apply Now    

CIB QR – Quantitative Research, Linear Rates & FX – Assoc/VP

Req #: 180021537
Location: London, ENG, UK
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 0 Pound Sterling (GBP)
Job Headline:
Junior level (entry to a mid-level VP) position within the Rates and EM Quantitative Research team, supporting the global rates, securities, and emerging markets businesses. The role is within the linear Rates and FX group with the main focus on development of the next generation of market making, valuation and risk analytics functionality.
Job Summary:
Our group is currently working on a multi-year upgrade, build out and consolidation of the next generation market making, pricing, risk management analytics as well as systems for the global fixed income businesses. To support this project, we are looking for a person with a very strong numerical and computational background. We expect the person to share in a balanced mixture of responsibilities covering a wide range of asset classes in the fixed income related businesses. Responsibilities include market data calibration, pricing/risk analytics implementation, pricing and risk system integration, driving strategic and cross business solutions, pricing and risk investigation and support of QR model analytics.
Core Responsibilities:
  • Driving the approach and implementing existing or new pricing and risk management analytics and calculations
  • Rapid prototyping of new functionality which is then industrialized and integrated into the global production environment
  • Interaction with and representation of QR perspective to a range of groups (eg trading, technology, other QR teams, market risk, control groups, middle office etc)
  • Design and implementation of strategic solutions
Essential skills, experience and qualifications:
  • Very strong analytical, numerical and problem solving abilities
  • C/C++ and Python equivalent coding with emphasis on both OO design and implementation of numerical methods.  Experience or ability to work in multi language and system ecology
  • Understanding of probability theory, swaps market and conventions, option pricing theory, securities and hybrids pricing methodologies and associated risk management (eg monte carlo, Greeks, VaR, CVA, stress testing, back testing).
  • Excellent communication skills, and ability to interact with a broad range of related business groups and functions
  • PhD or equivalent degree in Physics, Engineering, Computer Science, Mathematics or Mathematical  Finance


About J.P. Morgan’s Corporate & Investment Bank:
J.P. Morgan’s Corporate & Investment Bank is a global leader across banking, markets and investor services. The world’s most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $18 trillion of assets under custody and $393 billion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world.  Further information about J.P. Morgan is available at
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package. JPMorgan Chase & Co. is an Equal Opportunity Employer.
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.