JPMorgan Quantitative Research - Securitized Products 

United States, New York, New York 

676004272

Job Summary:

As a Quantitative Research Associate within the Securitized Products Embedded Quantitative Strategist team, you will be instrumental in propelling our business forward by utilizing QR Tech innovation and sophisticated analytics to tackle intricate challenges.

Job Responsibilities:

• Work closely with traders, market risk and other teams
• Providing essential quantitative insights, including relative value analysis, to guide key decisions
• Strategize, pricing, developing desk proprietary models and solutions, and streamlining efficient automation for swift time-to-market, all to achieve measurable impacts on business outcomes

Required Qualifications, Capabilities and Skills:

• Master’s degree in computer science, Financial Engineering, or related field
• Development proficiency in Python, proficiency in data analytics, including data cleansing, normalization, and analysis of large datasets.

Preferred Qualifications, Capabilities and Skills:

• Experience building statistical regression models and pricing and analytic solutions, preferably in Fixed Income spread market or mortgage-backed securities (MBS).
• Understanding of SPG securitized products and mortgages, with analysis and modeling experience.
• Experience in Agency MBS Pools/Spec Pools/To Be Announced (TBAs)
• Familiarity with, Machine Learning/Artificial Intelligence (ML/AI) for predictive models