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CIB QR – Quantitative Research, Rates – Emerging Markets Hybrids – Assoc/VP

Req #: 180036526
Location: London, ENG, UK
Job Category: Quantitative Research
Potential Referral Amount: 3500 Pound Sterling (GBP)

Job Summary:


We are seeking a person to join the JP Morgan Quantitative Research team focused on Interest Rates and/or Rates Hybrids modelling. Relevant education would be in the area of Financial Mathematics, with focus on IR and hybrids models and programming. We expect the person to share in a balanced mixture of responsibilities, including model research and development, model documentation, pricing and risk investigation, product-specific analysis, software development and discussions with the trading desk.


Core Responsibilities:

  • Develop models and implement them in C++ for pricing and risk managing derivatives.
  • Rapid prototyping of models and products; benchmark and compare results of various techniques.
  • Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
  • Write well-formulated documents of model specification and implementation testing.

Essential skills, experience and qualifications:

  • Strong software development and C++ skills
  • Strong analytical and problem solving abilities
  • Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
  • Good communication skills, both oral and written
  • PhD or equivalent degree from top tier schools/programs in Mathematics, Mathematical  Finance, Physics or Engineering


Desirable skills / experience:

  • Python; knowledge of financial products



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.


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