JPMorgan Quantitative Research Analytics 

United States, New York, New York 

623175109

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Computational Finance, Financial Engineering, Mathematics, Computer Science, or related field of study plus 2 years of experience in the job offered or as Quantitative Research, Quantitative Analyst, or related occupation.

Skills Required: Requires experience in the following: C++; C++ Standard Template Library (STL); Boost C++ libraries; Libraries for algorithmic differentiation in C++; Mapping C++ code to hardware; Python; Financial mathematics, including stochastic calculus and analysis; Financial mathematics, including probability theory; Financial mathematics, including pricing theory; Linux administration and scripting; Bash; Perl; High-performance computing techniques, including the use of accelerators such as Compute Unified Device Architecture (CUDA) for optimization of model analytics code for financial risk management; Tuning code to low-level aspects of computer architecture, including cache, memory hierarchies, and CPU pipelining; and Machine Learning libraries, including TensorFlow and PyTorch.

Full-Time. Salary: $215,000 - $285,000 per year.