JPMorgan Quantitative Research - Counterparty Credit Risk Executive Director 

United States, New York, New York 

17507121

Job Responsibilities

• Lead a team of highly skilled quantitative developers to design and implement cutting edge quantitative models for pricing and managing counterparty credit risks.
• Work closely with counterparty trading, margin trading and credit risk organization for business support.
• Collaborate with other QR line of business' including Interest Rates (IR), Foreign Exchange (FX), Equities, Credit and Commodities QR.
• Apply the latest high performance computing (HPC) techniques including cloud computing, distributed processing, to solve business problems.
• Collaborate closely with Technologies on model deployment and testing.

Required Qualifications, Capabilities, and Skills

• Strong communication skills both written and verbal.
• Highly driven and self-motivated to deliver results.
• 5+ year of industry experience.
• Management experience of leading a team.
• C/C++ and Python programming experience.
• PhD or MS degree in a quantitative field, e.g. Math, Finance, Physics, Computer Science or Engineering.