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CIB QR – Quantitative Research Linear Commodities – Associate

Req #: 170044096
Location: New York, NY, US
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 3000 US Dollar (USD)
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.4 trillion and operations worldwide. The Firm is a leader in investment banking; financial services for consumers and small businesses, commercial banking, financial transaction processing, asset management and private equity. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the worlds most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands. www.jpmorganchase.com.

Job Summary

We are seeking a person to join the JP Morgan Quantitative Research team focused on Commodities modelling for electronic trading. Relevant education would be in the area of Computer Science or Financial Mathematics, though well qualified engineers, scientists and other candidates are encouraged to apply. 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 either Python or Java

·         Rapid prototyping of models and products; benchmark and compare results of various techniques.

·         Explain model behaviour and predictions to traders and control functions, carry out scenario analysis, provide guidance / debug analytics.

·         Write well-formulated documents of model specification and implementation testing.

Qualifications

 

Essential skills, experience and qualifications:

·         Strong software development skills preferably in Java, C or C++

·         Strong analytical and problem solving abilities

·         Excellence in probability theory, stochastic processes, and numerical analysis

·         Good communication skills, both oral and written

·         PhD or Masters degree from top tier schools/programs in Mathematics, Mathematical  Finance, Physics, Computer Science or Engineering

·         Experience in electronic trading in the FICC space with linear products

Desirable skills / experience:

·         Knowledge of Python and Pandas

·         Knowledge of a time series DB like KDB+ or OneTick

·         Knowledge of an RDBMS like MySQL or Oracle

·         Knowledge of commodities financial flow products

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