JPMorgan Quantitative Research - Counterparty Credit Associate 

United States, New York, New York 

738044030

Job Responsibilities:

• Design and implement cutting edge quantitative methods and analytical tools for modeling of counterparty credit risk and margin.
• Provide modeling support to end users from the Counterparty Credit Risk and the Collateral Management & Optimization groups.
• Collaborate with Technologies across the entire model development lifecycle from initial implementation to model deployment and release testing.
• Offer opportunities to work with High Performance Computing (HPC) including cloud computing, GPU and automatic differentiation.
• Automate and apply data analytics to improve processes.

Required qualifications, capabilities, and skills:

• Programming: hands-on experience with Python and C++
• Good communication skills both written and verbal
• MS degree minimum in a quantitative field, e.g. Quantitative Finance, Math, Physics, Computer Science or Engineering

Preferred qualifications, capabilities, and skills:

• Quantitative finance, probability theory, statistics and problem solving skills (machine learning a plus)