Job Information
JPMorgan Chase Quantitative Research - Rates & CEM AAO - Executive Director in New York, New York
This is a senior level (10+ years' experience) quantitative research, analytics, automation and optimization role with the Rates, Currencies and Emerging Markets Quantitative Research (QR) AAO team at JP Morgan. You should have research experience in data analytics, machine learning and artificial intelligence in Macro trading paired with the working knowledge of standard Rates and FX Derivatives pricing and risk management models and applications.
Job Summary:
As an executive director on the Quantitative Research Rates and CEO AAO team you will work closely with the Rates, Currencies and Emerging Markets trading desks to automate and optimize business problems using data driven solutions, bridging the gap between Financial Engineering and Data Science.
Job Responsibilities:
Apply state of the art analytics to both voice and e-trading, drive business profitability systematically with data
Develop and maintain models, methodologies, and infrastructure to provide quantitative inputs to the algorithmic and systematic trading strategies in Macro asset classes
Research and develop Data Analytics, Machine Learning and Artificial Intelligence models, approaches and techniques applied to pricing and risk management across Rates and FX
Contribute to developing Data Analytics research platform utilizing cloud and kdb+ resources
Required Qualifications, Capabilities and Skills
PhD, MS, or equivalent degree from top tier schools / programs in Mathematics, Mathematical Finance, Statistics, Data Science, Physics, 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 and / or FX data analytics and quantitative trading automation and optimization
Knowledge and work experience in Rates and / or FX 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 offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
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. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase is an Equal Opportunity Employer, including Disability/Veterans
Base Pay/Salary
New York,NY $175,750.00 - $298,000.00 / year