JPMorgan Quantitative Research - Rates & CEM AAO Executive Director 

United States, New York 

489047638

This is a senior level (10+ years’ experience) quantitative research, analytics, automation and optimization role with the Rates, Currencies and Emerging Markets Quantitative Research (QR) AAO team at JP Morgan. You should have research experience in data analytics, machine learning and artificial intelligence in Macro trading paired with the working knowledge of standard Rates and FX Derivatives pricing and risk management models and applications.

Job Summary:

As an executive director on the Quantitative Research Rates and CEO AAO team you will work closely with the Rates, Currencies and Emerging Markets trading desks to automate and optimize business problems using data driven solutions, bridging the gap between Financial Engineering and Data Science.

Job Responsibilities:

• Apply state of the art analytics to both voice and e-trading, drive business profitability systematically with data
• Develop and maintain models, methodologies, and infrastructure to provide quantitative inputs to the algorithmic and systematic trading strategies in Macro asset classes
• Research and develop Data Analytics, Machine Learning and Artificial Intelligence models, approaches and techniques applied to pricing and risk management across Rates and FX
• Contribute to developing Data Analytics research platform utilizing cloud and kdb+ resources

Required Qualifications, Capabilities and Skills

• PhD, MS, or equivalent degree from top tier schools / programs in Mathematics, Mathematical Finance, Statistics, Data Science, Physics, Engineering
• Excellence in probability theory, numerical analysis, and Machine Learning techniques
• Knowledge and work experience in Statistical Learning and its applications to Finance
• Proven experience in Rates and / or FX data analytics and quantitative trading automation and optimization
• Knowledge and work experience in Rates and / or FX financial products
• Strong software development; Python and C++ skills
• Excellent communication skills, both oral and written