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JPMorgan Quantitative Research - Global Clearing Associate Vice President 
United Kingdom, England, London 
613753136

26.06.2024

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