JPMorgan Head Quantitative Development 

United States, Massachusetts, Boston 

211228087

DESCRIPTION:

Duties: Lead delivery of industrial-strength production-ready investment models, algorithms, and optimizers. Manage and mentor Quant Development team members. Work closely with various stakeholders: portfolio managers, financial advisors, product managers, operational analysts, and various technologists. Perform hands-on end-to-end development, testing, and maintenance of quantitative code base. Perform code reviews to ensure quality meets required standards. Participate in building and/or defining Research Data and Quant Compute. Drive and define requirements for research data and computational platforms. Investigate datasets for use in new or existing algorithms. Define Quant software development lifecycle to ensure best practices and standards are followed.

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Computational Finance, Financial Engineering, Computational Mathematics, Computer Science, or related field of study plus 6 years of experience in the job offered or as Head of Quantitative Development, Director of Software Engineering, Vice President – Private Wealth Management, Lead Quant Developer, Lead/Senior Software Engineer, or related occupation.

Skills Required: Requires four (4) years of experience with the following: leading quant development; Python; Git; Jira; SQL and database development; developing scalable enterprise-level applications on AWS cloud platform; working in the finance industry; multi-factor risk modeling across various asset types using Barra risk models; implementing quantitative and statistical techniques using Python modules including: Pandas, NumPy, SciPy, Seaborn, Scikit-learn, Statsmodel, Tensorflow, PyTorch, Plotly, and Seaborn; working with portfolio optimization; financial capital markets. Requires knowledge of the structure, market behavior, and risk factors for various financial instruments including stocks, ETFs, Mutual Funds, Fixed Income instruments such as Bonds or Treasuries, Derivative instruments such as Futures or Swaps, and Alternative Investments.