JPMorgan Quantitative Research - Rates Vice President 

United Kingdom, England, London 

355517997

Job summary

As a Quantitative Developer in Quantitative Research Rates team, you will beproviding modelling solutions to the Rates business. Your work will combine classical quant finance with solid software engineering to deliver best-in-class models to the trading desk.

Job responsibilities

• Develop advanced analytical and risk management models and capability
• Implement these models in our quant library and trading/risk platforms, carrying out testing and writing documentation
• Deliver these models to production
• Work closely with traders and wider quant team to solve problems and identify opportunities

Required qualifications, capabilities, and skills

• You have experience in a front-office derivatives trading environment;
• You have outstanding analytical and problem-solving abilities
• You demonstrate good written and oral communication;
• You demonstrate strong coding and software engineering skills with a passion for technical excellence
• You have professional Python/C++ development experience
• You demonstrate exposure to derivatives pricing theory and standard model

Preferred qualifications, capabilities, and skills

• Deep understanding of derivatives pricing theory and standard model;

Experience with SecDB / Beacon (or similar)