JPMorgan Quantitative Strategist 

United States, New York, New York 

829310773

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Quantitative & Computational Finance, Finance, economics, mathematics, statistics or related field of study plus 1 year of experience in the job offered or as Quantitative Strategist, Portfolio Manager, Complex Securities Valuation, or related occupation.

Skills Required: This position requires one (1) year of experience with the following: Processing, manipulating, analyzing, and interpreting large datasets using Python (including Numpy, Scipy and Pandas), and MATLAB; Designing and developing interactive Excel templates with advanced functionalities including lookup, data analysis add-ons, and VBA; Identifying process improvement opportunities and automating manual workflows using Python; Performing statistical analysis using machine learning methods including linear regression, logistic regression, classification techniques and predictive modeling; option pricing techniques using Black-Scholes model, Monte Carlo simulation and binomial tree models; assessing and managing the risks associated with fixed income securities, including interest rate risk and credit risk; utilizing portfolio construction theory, portfolio optimization, and global macroeconomics and financial market dynamics to assist senior team members in making allocation decisions.

Job Location: 277 Park Avenue, New York, NY 10172.

Full-Time. Salary: $147,600 - $235,000 per year.