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CIB QR - Quantitative Research - Investor Services - Agency Lending - Associate

Req #: 180000529
Location: New York, NY, US
Job Category: Quantitative Research
Potential Referral Amount: 3000 US Dollar (USD)
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.
Agency Lending is a market-facing business that lends clients securities held in custody at JPMorgan and other custodian banks in a competitive and dynamic market. JPMorgan Investor Services Quantitative Research team is looking for a strong quant developer to support all quantitative aspects of the Agency Lending business. The team works with traders and client-facing groups to develop analytics that improve trading efficiency, optimize inventory utilization and price securities lending portfolios.
We are looking for a junior quantitative analyst to join the New York team. The candidate will focus on Agency Lending and work across functional areas to perform duties that may include the following:
·         Develop trading analytics to improve trading efficiency and inventory utilization
·         Develop and maintain quantitative models to price securities lending portfolios
·         Contribute to design and build out of the Agency Lending Analytics data architecture
·         Work closely with technology teams to build desktop and web-based applications
·         Analyze counterparty credit risk (and associated capital usage) of lending transactions
·         Implementation of models in C++ and Python proprietary libraries
·         Ongoing desk support
The role requires a combination of a structured approach to problem solving, a can-do mind set working in a dynamic environment. Excellent communication skills are essential in our interaction with business, technology, and control functions. A healthy interest in good software design principles is a requirement as well as a minimum Master’s degree or equivalent in a numerate subject from a top academic institution.
·         Strong analytical and problem solving abilities
·         Strong communication skills and ability to work with broad range of business partners
·         Basic knowledge of fixed income and equities; securities lending knowledge is a plus
·         Advanced degree in a technical field such as math, statistics or other scientific discipline from a top-tier school/program
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