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CIB QR – Quantitative Research Marco indices Algo Development - Associate

Req #: 170089460
Location: London, ENG, UK
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 3500 Pound Sterling (GBP)
Job Title: Quantitative Research – Associate – Macro Indices - London
 
Job Description 

 
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.
 
This is an Associate level model and systems development position for the Macro Investable Index business. The primary role is closely supporting the trading desk with model research and development in the area of cross-asset tradable indices with a focus on Commodity and Fixed Income indices.
 
Core responsibilities:
  • Assist the structuring team in the development of cutting edge algorithmic indices and implement them in software for pricing and risk managing derivatives
  • Interact with the trading desk for systems and risk management support
  • Strategic buildout of the index calculation platform
  • Develop pricing and risk management models for index derivatives

 

Essential skills, experience, and qualifications:
  • Strong Python or C++ software development with emphasis on numerical methods
  • Excellent analytical and problem solving skills
  • Good communication skills; both written and verbal
  • PhD, Masters or equivalent degree in a technical field from a top-tier school/program: Mathematics, Mathematical Finance, Sciences, Engineering, Computer Science
  • Knowledge of financial derivatives
  • Several years of relevant quantitative research and development experience
Desirable skills/experience
  • Knowledge of financial derivatives on indices, preferably in Commodities or Fixed Income
  • Experience in a front office trading environment
  • Object oriented design and software development in a shared code base
JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.  
Job
 Risk
Primary Location
25 Bank Street, Canary Wharf, London
Organization
 CORPORATE & INVESTMENT BANK
Schedule
 Full-time
 
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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JPMorgan Chase is an equal opportunity and affirmative action employer Disability/Veteran.