Job Summary
Job Responsibilities
- Leverage JPM internal FnO / OTC derivatives library and existing Rates/Credit IM model in order to add coverage of new products and support existing products in the Global Clearing Athena platform
- Leverage J.P. Morgan internal derivatives library and models to deliver risk management solutions
- Develop novel IM and derivative models to improve existing coverage and risk quality
- Manage independently Rates / Credit IM models
- Develop and deliver analytics that help transforming the business and contributing to the automation agenda
- Partner with Technology and Prod Dev to deliver QR analytics to the business
- Drive projects end-to-end, from brainstorming and prototyping to production delivery
- Develop and deliver ML/AI models and end-to-end solutions
- Contribute to EOD or intraday hedging activities and algo design
Required qualifications, capabilities, and skills
- advanced degree (PhD, MSc or equivalent) in Mathematics, Physics or Computer Science
- You have knowledge of the FnO/OTC derivatives products and good understanding of risk/PnL
- You demonstrate quantitative and problem-solving skills
- You have strong coding skills (Python or C++), proficiency in code design and can navigate large libraries and quickly debug complex logics
- You have a previous experience in a trading desk support position either as a quant or a developer
- You have excellent communication skills, both verbal and written, can engage and influence partners and business/non-Tech stakeholders
- You are detail-oriented and can work on ad hoc requests and can sometimes work under pressure
- You are enthusiastic about knowledge sharing and collaboration
Preferred qualifications, capabilities, and skills
- You demonstrate knowledge of curve building, volatility surface calibrations, etc
- You demonstrate knowledge of market risk and time-series analysis
- You demonstrate knowledge of ML algorithms and experience in delivering AI models / end-to-end solutions
- You demonstrate knowledge of Optimization and hedging algorithms