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JPMorgan Chase Quantitative Research - Rates AAO - Executive Director in New York, New York

Job Title: Quantitative Researcher in Analytics, Automation and Optimization for Rates trading business - mid level.

Job Summary: This is a mid-level (5-10 years' experience) quantitative research, analytics, automation and optimization role with the Rates Quantitative Research (QR) AAO at JP Morgan. The role requires research experience in data analytics and quantitative rates trading optimization paired with the deep working knowledge of standard Rates Derivatives pricing and risk management models and applications

Job Location: New York or London

Core Responsibilities:

  • Develop and maintain models, methodologies and infrastructure to provide quantitative inputs to the algorithmic and systematic trading strategies in Rates

  • Work across Rates Derivatives quantitative modeling and automated trading strategies in establishing the common grounds and approaches in building new models and execution algorithms

  • Drive analytical improvements in the Rates Central Risk Book efforts

  • Enrich Rates Derivatives modeling with the latest state-of-the art Data Analytics, Artificial Intelligence and Machine Learning models, approaches and techniques

  • Build analytical tools for Rates Sales teams to help optimize business processes

Essential skills, experience, and qualifications:

  • PhD, MSc or equivalent degree from top tier schools / programs in Mathematics, Mathematical Finance, Statistics, Physics, or Engineering

  • Excellence in probability theory, numerical analysis and Machine Learning techniques

  • Knowledge and work experience in Statistical Learning and its applications to Finance

  • Proven experience in Rates data analytics and quantitative trading automation and optimization

  • Knowledge and work experience in Rates financial products

  • Strong software development; Python and C++ skills

  • Excellent communication skills, both oral and written

JPMorgan Chase & Co., one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. In accordance with applicable law, we make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as any mental health or physical disability needs.

Equal Opportunity Employer/Disability/Veterans