JPMorgan Quantitative Research - Associate HPC C++ Developer 

India, Maharashtra, Mumbai 

239490250

As a Quantitative Research Associate C++ Developer within our QR modeling group at J.P. Morgan, you will be a key player in a global team that partners with traders, marketers, and risk managers across all products and regions. Your role will contribute to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls. This role provides a unique opportunity to leverage your skills in financial engineering, data analytics, statistical modeling and portfolio management, and to grow within a dynamic and innovative environment.

Job responsibilities:

• Design and implement C++ HPC models for pricing and risk
• Build tools to monitor and efficiently use the firm’s resources
• Liaise with technology teams to develop risk management systems and front-end tools;
• You have completed an advanced degree (MSc, PhD or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.;
• You demonstrate analytical, quantitative and problem solving skills as well as research ability;
• You bring object oriented programming experience e.g., C++;
• You are familiar with data science/machine learning concepts, techniques and tools;
• You are good at communicating concepts and ideas, both verbally and via documentation, and explaining technical material to a non-technical audience;
• You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs.

Required qualifications, capabilities, and skills

• Knowledge of financial markets
• Experience with big data technologies and tools such as Tensorflow.