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JPMorgan Quantitative Research – Rates Options Analyst Associate 
United Kingdom, England, London 
339493659

22.09.2024

Job summary

As aQuantitative Research Analyst or Associate in – Rates Options team, you willwork closely with Interest Rates Flow Option trading desks to develop statistical arbitrage strategies and other quantitative trading models.

Job Responsibilities

  • Develop and enhance prices and implement them in C++/Python for pricing and risk managing derivatives
  • Prototype of models and products; benchmark and compare results of various techniques
  • Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance/debug analytics
  • Write well-formulated documents of model specification and implementation testing

Required qualifications, capabilities, and skills

  • You thrive in a fast-paced environment of real-time Market pressures and easily remain focused on client needs
  • You demonstrate quantitative and problem-solving skills as well as research skills; excellence in probability theory and numerical analysis
  • You demonstrate proficiency in code design and programming skills, with primary focus on Python and C++
  • You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs
  • Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
  • You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences
  • You are enthusiastic about knowledge sharing and collaboration
  • You think strategically and creatively when faced with problems and opportunities
  • You always look for new ways of doing things

Preferred qualifications, capabilities, and skills

  • You have Masters (or equivalent) degree in Engineering, Mathematics, Physics, or Computer Science
  • You have relevant academic research publications
  • You demonstrate knowledge of interest rate products