Apply Now    

CIB QR - Quantitative Research FX Options – Associate / Vice President

Req #: 170058811
Location: Singapore, 01, SG
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 8000 Singapore Dollar (SGD)

Job Summary

We are seeking a person to join the JP Morgan Quantitative Research team in Singapore focused on FX Options. Relevant education would be in the areas of Financial Mathematics, Computer Science and also 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 FX derivatives models and implement them in either Python or C++
  • Rapid prototyping of models and products; benchmark and compare results of various techniques.
  • Support OTC/Electronic trading business and research for new trading ideas
  • Explain model behavior to traders and control functions, 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 skills preferably in Python and 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

Desirable skills / experience:

  • Knowledge of FX Option payoffs and pricing models
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.