JPMorgan Quantitative Research - Global Clearing Associate Vice President 

United Kingdom, England, London 

613753136

Job Summary

Job Responsibilities

• Leverage JPM internal FnO / OTC derivatives library and existing Rates/Credit IM model in order to add coverage of new products and support existing products in the Global Clearing Athena platform
• Leverage J.P. Morgan internal derivatives library and models to deliver risk management solutions
• Develop novel IM and derivative models to improve existing coverage and risk quality
• Manage independently Rates / Credit IM models
• Develop and deliver analytics that help transforming the business and contributing to the automation agenda
• Partner with Technology and Prod Dev to deliver QR analytics to the business
• Drive projects end-to-end, from brainstorming and prototyping to production delivery
• Develop and deliver ML/AI models and end-to-end solutions
• Contribute to EOD or intraday hedging activities and algo design

Required qualifications, capabilities, and skills

• advanced degree (PhD, MSc or equivalent) in Mathematics, Physics or Computer Science
• You have knowledge of the FnO/OTC derivatives products and good understanding of risk/PnL
• You demonstrate quantitative and problem-solving skills
• You have strong coding skills (Python or C++), proficiency in code design and can navigate large libraries and quickly debug complex logics
• You have a previous experience in a trading desk support position either as a quant or a developer
• You have excellent communication skills, both verbal and written, can engage and influence partners and business/non-Tech stakeholders
• You are detail-oriented and can work on ad hoc requests and can sometimes work under pressure
• You are enthusiastic about knowledge sharing and collaboration

Preferred qualifications, capabilities, and skills

• You demonstrate knowledge of curve building, volatility surface calibrations, etc
• You demonstrate knowledge of market risk and time-series analysis
• You demonstrate knowledge of ML algorithms and experience in delivering AI models / end-to-end solutions
• You demonstrate knowledge of Optimization and hedging algorithms