JPMorgan Quantitative Research Analyst 

United States, New York, New York 

151009231

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Mathematics, Statistics, Engineering, Physics, Economics or related field of study plus 3 years of experience in the job offered or as Quantitative Research Analyst, Capital Market Analyst, Research Assistant, or related occupation. The employer will alternatively accept a Doctorate (Ph.D.) degree in Mathematics, Statistics, Engineering, Physics, Economics or related field of study plus 1 year of experience in the job offered or as Quantitative Research Analyst, Capital Market Analyst, Research Assistant, or related occupation.

Skills Required: Requires experience in the following: Linear & Non-linear Optimization; Monte Carlo Simulation; Stochastic Calculus; Market dynamics of Agency MBS, Rates, Secured credit, and Unsecured credit sectors; Forecasting of macroeconomic & market variables; Banking sector capital and liquidity regulations; Theory of Financial Valuation with focus on Fixed Income and Options; Python; MATLAB; VBA; SQL; Database frameworks; Linear regression; PCA; ARFIMA; ARCH; GARCH; VAR; Feature engineering, classification and clustering algorithms; Logistic regression; Decision tree; Random forest; and K-Nearest-Neighbors search.

Full-Time. Salary: $152,000 - $200,000 per year.