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CIB - Quantitative Research - Equities Strats & Infra - Analyst /Associate - Mumbai

Req #: 180007750
Location: Mumbai, MH, IN
Job Category: Sales/Trading/Research
Potential Referral Amount: 50000 Indian Rupee (INR)
Quant Research
Equities Strats & Infra
J.P. Morgan’s Global Quants Group in Mumbai was set up in 2013 as an extension of the Firm’s global quants teams around the world. It is a fast growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe. Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.
This position is a Quant profile to support the activities of the Quantitative Research Group (cross asset classes) & Equities [Strats & Infra] globally sitting out in Mumbai. The QR team in Mumbai plays a critical role in providing effective, timely and independent assessments of the Firm’s booking models of exotic structures and also help in developing new models for structures as and when necessary.
The primary responsibilities for this role will include:
  • Programming: Must have demonstrated programming experience with C++. Experience in working / creating customized C++ libraries will be a plus. 
  • Software Engineering: Duties including the full-range of programming tasks – problem analysis, solution determination, code design and development, integration, test, modification and documentation
  • Model Development: Devising/improving models on new/existing product strategies, building models in the firm’s platform, back-testing of strategies and reconciling back-tests with model outputs.
  • Product pricing models: Independently prepare pricing models for derivative product structures using internal pricing models as per the client requirements.
  • Booking/ Deal Review: Independent quantitative evaluation of complex and technical models, focusing on payoff construction and would cover methodology, construction and testing of models.

Reporting and Compliance: Familiarity with internal and regulatory guidelines on Model assessment and Reporting; Implementation of remediation; reviewing the process of trade booking in the proprietary system

Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn J. P. Morgan’s highly sophisticated solutions.
Essential Skills:
  • Highly analytical bent of mind and quantitative skills;  high level of proficiency in C++ / Python programming; High performance computing
  • Close attention to detail and ability to work to very high standards
  • Good communication and team skills in a multi-location set up Relevant experience in similar roles in Quant Research and Model Development will be an advantage
Ideal candidates for these positions would be a graduate/post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.
J.P. Morgan’s Global Quants Group provides a challenging work environment and excellent opportunities to learn and grow both at the Quants Group and in the Firm’s global network.
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