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CIB QR - Quantitative Research Core Analytics Development - Associate/VP

Req #: 170027195
Location: London, ENG, UK
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 3500 Pound Sterling (GBP)
JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms.
 
We are looking for a new member to join a core Quant team focusing on high performance computing.
 
As a Quant Researcher on this team, you will be working on a C++/CUDA/Python software library that prices derivatives and calculates risks. Your focus will be on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure. You will be optimizing the code for specific hardware, from today’s production staples to future disruptive innovations. You will also be supporting end users of the library and communicating with desk aligned quant teams and technology groups.
Essential skills and qualifications
  •  A postgraduate degree (preferably PhD) in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance
  •  Excellent software and algorithm design and development skills, particularly in C++
  • Outstanding problem solving skills
  • Basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed knowledge can be picked up if required

Preferred qualifications

  • Experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL
  • Python, Java, Perl and web programming skills 
  • Previous work experience as a software developer or a quant

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 www.jpmorgan.com.

 

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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