JPMorgan Business Relationship Manager II - Assistant Vice President 

United States, California, San Francisco 

824913593

As a part of Quantitative Research, Strategic Indices business by working closely with Traders, Structuring, and Technology globally. As an Quant research, Associate/Vice president, You’ll contribute to the firm’s Strategic Indices business by working closely with Traders, Structuring, and Technology globally. As a Quant Algo Developer.

Job Responsibilities:

• Develop and maintain new and existing algorithmic trading strategies
• Understand valuation and risk management of production trading strategies
• Contribute to SDLC infrastructure of complex tradable strategies and build analytical tools for risk analysis, identify PnL deviations and other trade investigations
• Support both OTC and electronic trading activities by explaining model behavior, any PnL residuals by identifying major sources of risks in portfolio
• Assess the appropriateness and limitations of quantitative models and algorithmic strategies, identify and monitor the associated model risk
• Deliver end-to-end automation and optimization of trading execution and other related workflow
• The candidate will need to work closely with traders/structurers in Asia-Pacific and/or London and/or New York and will need to be proactive to access and learn J. P. Morgan’s highly sophisticated solutions.

Required qualifications, skills, and capabilities:

• Bears Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
• Bears astrong programming background with proficiency in Python or C++.
• Bears an advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics.
• Understanding of the mathematics involved in the valuation of financial products and trading strategies.
• Experienced with object-oriented programming concepts.
• Demonstrateexceptional analytical, quantitative, and problem-solving skill.
• Bears excellent communication skills, both verbal and written, can engage and influence partners and stakeholders; You are good at communicating concepts and ideas, also via written documentation, and you are keen to defend their validity and tailor messages to different audiences.

Preferred qualifications, skills, and capabilities:

• Experience of financial markets and familiarity with general trading concepts and terminology
• Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations.
• You are interested in market microstructures and quantitative trading within global markets.
• You understand the different types of financial risk and you can discuss in detail ways of managing these risks.
• You are interested in applying agile development practices in a front-office trading environment.
• You havegood practical knowledge of derivatives pricing and risk management of vanilla options and volatility products.
• A mindset of robust system and solution design and implementation, including diligent testing and verification practices.