JPMorgan Quantitative Research 

United States, New York, New York 

712506444

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master’s degree in Operations Research, Mathematics, Physics, Computer Science, or related field of study plus 1 year of experience in the job offered or as Quantitative Research, Associate, Quantitative Analyst, or related occupation.

Skills Required: Requires experience in the following: Mathematic models for Value at Risk (VaR) and Stress VaR; derivative pricing and its application in finance; partial differential equations (PDE) and its application in finance; probability theory including stochastic calculus; time series analysis; statistics; large data sets including machine learning; Python; Python packages such as Numpy, Scipy, Scikit, Sklearn, Tensorflow, or related; Jupyter; and code design.

Full-Time. Salary: $200,000 - $200,000 per year.