JPMorgan Quantitative Research – Market Capital - Vice President 

United States, New York, New York 

950746832

Job Responsibilities:

• Implementation of the next generation of risk analytics platform and assess model performance, perform back testing analysis and P&L attribution;
• Improve performance and scalability of analytics algorithms and develop and enhance mathematical models for VaR/Stress/FRTB; Assess the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk;
• Design efficient numerical algorithms and implementing high performance computing solutions.
• Design and develop software frameworks for analytics and their delivery to systems and applications.

Required qualifications, capabilities, and skills:

• Good interpersonal and communication skills, ability to work in a group
• Graduate degree in Mathematics or Computer Science
• Expertise in Python and/or C++, including experience with numpy, scipy and/or pandas
• Expertise in data structures, standard algorithms and OO design.
• Strong software design skills and implementation skills
• Strong analytical and problem solving abilities.
• Excellent oral and written communication skills

Preferred qualifications, capabilities, and skills:

• Knowledge and experience of machine learning is a plus
• Knowledge of financial products and understanding of derivatives valuation models is a plus
• Probability theory, financial math or stochastic calculus is a plus
• Knowledge of finance or quantitative finance is desired