JPMorgan Quantitative Research - Risk Platform 

United Kingdom, England, London 

137702645

Job summary:

As a Vice President, Risk Platform Quantitative Developer in Quantitative Research, Athena team, you will focus on pricing and risk investigation, product-specific analysis, software development, discussions with the global QR teams, trading desk and working with global stakeholders to prioritize and manage the book of work.

Job responsibilities:

• Manage and deliver complex projects coordinating with stakeholders such as line of business Quantitative Research teams, trading, market risk, middle office, technology, and other operations groups
• Develop and optimize pricing and risk models and infrastructure for derivatives and implement them in Python
• Contribute to developing our core risk management frameworks in Athena
• Participate in Athena developer community to help develop and grow all aspects of the platform

Required qualifications, capabilities and skills:

• You demonstrate strong analytical and quantitative skills
• You have an excellent understanding of derivative pricing, risk management and business processes of a derivative trading desk
• You demonstrate experience working in pricing libraries and risk frameworks
• You have experience using large scale compute backbone infrastructure to optimize risk calculations
• You have strong product knowledge in at least one asset class
• You have proven technical leadership skills
• You demonstrate strong proficiency in Python programming language
• You have excellent software development skills, experience designing and developing complex, scalable software frameworks
• You demonstrate strong attention to detail and ability to work to very high standards
• You demonstrate clear communication and team skills in a multi-location set up

Preferred qualifications, capabilities and skills:

• You demonstrate excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
• You demonstrate relevant experience in similar roles in Quant/Strategist supporting large businesses
• You demonstrate proficiency in C++ programming language