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CIB QR - Quantitative Research – Commodities - Associate

Req #: 170095277
Location: London, ENG, UK
Job Category: Accounting/Finance/Audit/Risk
Potential Referral Amount: 3500 Pound Sterling (GBP)
Quantitative Research – Commodities – Associate - London

Job Description

Job Summary

We are seeking a person to join the JP Morgan Quantitative Research team in London focused on Commodities, specifically Agriculture products. 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 models and implement them in either Python or C++
  • Develop valuation and risk management tools
  • 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.

Qualifications 

Essential skills, experience and qualifications:

  • Strong analytical and problem solving abilities
  • Strong software development skills preferably in Python and C++
  • Excellence in probability theory, stochastic processes, and numerical analysis
  • Good communication skills, both oral and written
  • Knowledge of Mathematical Finance theory
  • PhD or Masters degree from top tier schools/programs in Mathematics, Mathematical  Finance, Physics, Computer Science or Engineering

Desirable skills / experience:

  • Knowledge of Commodity Option payoffs and pricing models
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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