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Quantitative Research - J.P. Morgan Global Markets - Mumbai

Req #: 170053163
Location: Mumbai, MH, IN
Job Category: Sales/Trading/Research
Potential Referral Amount: 50000 Indian Rupee (INR)
Quant Research Modelling (Front Office) - Corporate Investment Bank (CIB)
QR Modelling, Mumbai
Quantitative Research Modelling group (QR - Modelling) is an expert quantitative modeling group for derivatives and structured products for all asset classes in J.P. Morgan. QR Modelling, Mumbai team is an extension of the global Front Office Quant Modelling group. The Quant Modelling team has the responsibility of developing and maintaining financial models for the pricing and risk management of all the derivatives and structured financial products that various desks of the bank trade and manage.
 
This position is a Quant Modelling role to carry out the modelling work from Mumbai in sync with other locations like Hong Kong, London and New York. Initially the focus would be Equity Asset class but can be enhanced to other asset classes in due course.
 
The main responsibilities of the QR Modelling team are
 
  • Develop, implement, enhance, maintain, review, test and document models for pricing and risk management
  • Make models SR 11-7 compliant which is a regulatory guideline for US banks for Model Risk Management. This requires extensive model testing, model documentation to appropriate standards, getting model reviewed by model review and control groups, model development, model enhancement and model maintenance.
  • Work closely with internal and external model review groups
 
Qualifications:
  • PHD, Masters, Graduates in Mathematics/Engineering/Physics/Statistics or any other numerate discipline
  • Knowledge of financial mathematics, stochastic calculus, and structured products.
  • Hands on programming knowledge - C/C++/C# etc. Knowledge of python is a plus.
  • Exceptional analytical, quantitative and problem-solving skills
  • Good communication and interpersonal skills
  • The level (analyst/associate/VP) would depend on relevant experience and knowledge and we are looking to hire across levels
 
 
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