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CIB QR - Quantitative Research - Algorithmic Equities & Machine Learning - Associate

Req #: 170084461
Location: London, ENG, UK
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 3500 Pound Sterling (GBP)
About J.P. Morgan
J.P. Morgan is a leader in financial services, working in collaboration across the globe to deliver the best solutions and advice to meet our clients’ needs, anywhere in the world.  We operate in 150 countries, and hold leadership positions across our businesses.  We have an exceptional team of employees who work hard to do the right thing for our clients and the firm, every day.  This is why we are the most respected financial institution in the world – and why we can offer you an outstanding career.
 
Linear Quantitative Research 
Quantitative skills are a core capability of J.P. Morgan, contributing critically to product innovation, effective risk management and appropriate financial and risk controls. The team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to improve the performance of algorithmic trading strategies and promote the advanced electronic solutions to our clients worldwide. We also work closely with trading desks to develop statistical arbitrage strategies and other quantitative trading models.
 
Roles and responsibilities include the following:
  • Developing mathematical models for equities electronic trading algorithms
  • Evaluating and documenting quantitative methodologies, back-testing and simulating quantitative models
  • Supporting trading activities by explaining model and algorithm behavior, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics including transaction cost analysis
  • Designing and developing software for analytics and their delivery to systems and applications
  • Engaging in direct client interaction to promote and market our algorithms
  • Reinforcement Learning, neural networks, time-series forecasting, clustering methods, dimensionality reduction methods like PCA, Kernel methods.
 
Qualifications
The ideal candidate will have:
  • Earned a MS, PhD or equivalent degree program in computer science, machine learning, math, statistics, econometrics, physics, chemistry, operations research, financial engineering.
  • Strong software design and development skills using Python and Java (or C++).
  • Exceptional analytical, quantitative and problem-solving skills
  • Mastered advanced mathematics and statistics (i.e., probability theory, time series, econometrics)
  • Knowledge of machine learning techniques and market microstructure is a plus
  • Experience writing trading algorithms is a plus
  • Candidate should have experience writing trading algorithms from a quantitative perspective, and should have some exposure to volume, volatility prediction modeling, market impact modeling, portfolio and single stock optimization.
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.
 

Closing date : 6th October 2017

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