The JP Morgan Quantitative Research team is focused on Interest Rates. Our team has a shared balanced mixture of responsibilities, including model research and development, pricing and risk investigation, time series analysis, relative value/product-specific analysis, software development and discussions with the trading desk.

Job Summary 

As an Analyst in the Quantitative Research team, you focus  on delivering best-in-class models and systems to support pricing and risk management of Interest Rate Derivatives. You will have a chance to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions, working closely with trading desks to give market exposure. 

Job Responsibilities

Conduct Model research Develop Software Pricing and risk analysis  Conduct Model documentation

Required Qualifications, Capabilities, and Skills

Strong software development skills in Python or C++ Strong analytical and problem-solving abilities Familiarity with probability theory, stochastic processes, numerical analysis, and statistics Good communication skills, both oral and written Demonstrable ability to explain complicated technical concepts to a non-technical audience Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needs

Preferred Qualifications, Capabilities, and Skills

Relevant academic research publications are a plus Knowledge of Rates products: Swap, Inflation, Loans, Repos, Bonds, Structured and Exotic deals Knowledge of machine learning/statistical techniques