JPMorgan Developer algorithm quant- Associate 

India, Maharashtra, Mumbai 

512905705

Job responsibilities:

• Develop and maintain new and existing algorithmic trading strategies
• Understand valuation and risk management of production trading strategies.
• Contribute to SDLC infrastructure of complex tradable strategies and build analytical tools for risk analysis, identify Profit and Loss deviations and other trade explorations.
• Support both Over the Counter(OTC) and electronic trading activities by explaining model behavior, any Profit and Loss residuals by identifying major sources of risks in portfolio.
• Assess the appropriateness of quantitative models and their limitations, and algorithmic strategies identify and monitor the associated model risk.
• End-to-end automation and optimization of trading execution.

Required qualifications, capabilities, and skills:

• Advanced degree (PhD, Masters ) in Engineering, Mathematics, Physics, Computer Science and strong programming background with proficiency in Python or C++.
• Advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization and statistics.
• Understanding mathematics of valuation for different trading strategies
• Experienced with object-oriented programming concepts.
• Demonstrate exceptional analytical, quantitative and problem-solving skill.
• Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders