Implement and develop the official calculation engine for Macro Investable Indices, risk-premia strategies, alpha, beta, flexible indices (client-driven), etc.
Develop and support of the risk management platform used by traders to hedge indices traded with our clients
Work in very close partnership with the structuring and trading teams and participating in the development of JPMorgan branded systematic trading strategies
Develop within the Athena platform with our technology partners
Required qualifications, capabilities, and skills
You demonstrate experience working with quantitative investment strategies, ideally with exposure to cross asset and/or commodities
You have MSc or PhD degree (or equivalent) in a quantitative field: Mathematics, Computer Science, Physics, Engineering
You demonstrate strong problem solving and math skills
You have strong programming skills, ideally in Python
You demonstrate excellent communication abilities to explain and convey messages to the business about complex/technical issues
You demonstrate attention to detail and focus on quality of deliverables