JPMorgan Quantitative Researcher 

United States, New York, New York 

363252079

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Computational Finance, Mathematical Finance, Mathematics, or related field of study plus 5 years of experience in the job offered or as Quantitative Research Associate/Specialist, Financial Consultant, or related occupation. The employer will alternatively accept a PhD in Computational Finance, Mathematical Finance, Mathematics, or related field of study plus 3 years of experience in the job offered or as Quantitative Research Associate/Specialist, Financial Consultant, or related occupation.

Skills Required: This position requires three (3) years of experience with the following: Systematic trading strategies or Quantitative investment strategies, including backtesting, implementation of stress and market disruption events handling; Cross asset exposure, including equities, rates, credit, commodities, and FX; Stochastic derivative pricing models, including development, pricing, risk, implementation and documentation for model review (including optimization, numerical methods and time series analysis); Risk management including exploration of portfolio risk mitigation measures, implementation and communication with stakeholders about technical and risk issues; Developing financial software in python; NumPy; SciPy; Pandas; Version control; Optimization software including linear programming, convex optimization and stochastic optimization packages; Data structures in python including hashmaps, trees, arrays, dataframes and databases; and Algorithms including Markowitz optimization, dynamic programming, Principal Components Analysis, linear/logistic regression, Monte Carlo, Markov Chains and Matrix Factorization.

Job Location: 383 Madison Avenue, New York, NY 10179.

Full-Time. Salary: $205,000 - $285,000 per year.