JPMorgan Quantitative Research - Rates Vice President 

United Kingdom, England, London 

795108890

Job summary:

As a Quantitative Developer in Quantitative Research Rates team, you will be providing modelling solutions to the Rates business. Your work will combine classical quant finance with solid software engineering to deliver best-in-class models to the trading desk.

Job responsibilities:

• Develop advanced analytical and risk management models and capability
• Implement these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
• Deliver these models to production
• Work closely with traders and wider quant team to solve problems and identify opportunities

Required qualifications, capabilities, and skills:

• You have experience in a front-office derivatives trading environment;
• You have outstanding analytical and problem-solving abilities
• You demonstrate good written and oral communication;
• You demonstrate strong coding and software engineering skills with a passion for technical excellence
• You have professional Python/C++ development experience
• You demonstrate exposure to derivatives pricing theory and standard model

Preferred qualifications, capabilities, and skills:

• Deep understanding of derivatives pricing theory and standard model;
• Experience with SecDB / Beacon (or similar)