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JPMorgan Quantitative Research - Counterparty Credit Risk Executive Director 
United States, New York, New York 
17507121

01.09.2024

Job Responsibilities

  • Lead a team of highly skilled quantitative developers to design and implement cutting edge quantitative models for pricing and managing counterparty credit risks.
  • Work closely with counterparty trading, margin trading and credit risk organization for business support.
  • Collaborate with other QR line of business' including Interest Rates (IR), Foreign Exchange (FX), Equities, Credit and Commodities QR.
  • Apply the latest high performance computing (HPC) techniques including cloud computing, distributed processing, to solve business problems.
  • Collaborate closely with Technologies on model deployment and testing.

Required Qualifications, Capabilities, and Skills

  • Strong communication skills both written and verbal.
  • Highly driven and self-motivated to deliver results.
  • 5+ year of industry experience.
  • Management experience of leading a team.
  • C/C++ and Python programming experience.
  • PhD or MS degree in a quantitative field, e.g. Math, Finance, Physics, Computer Science or Engineering.