JPMorgan Global Credit Trading Syndicate - Portfolio 

United States, New York, New York 

813462035

As a Vice President Desk Start on the Portfolio Trading desk, you will take part in building Portfolio Trading and the broader systematic trading ecosystem including ETF primary and secondary trading. The role will focus on pricing models, delivery of real-time risk, PnL analytics, workflows and core infrastructure as well as ensuring that we are able to be informed with the best possible decision-making tools as risk decisions are made. The role will span many aspects of the credit trading business such as price formulation, real-time risk analytics, covering all aspects of credit trading for both single bonds, bond portfolios, ETFs, and credit derivatives. Fixed income markets knowledge is preferred to help. The role requires working closely with market makers, technology, and quantitative research across the firm.

Job Responsibilities:

• Develop and maintain our real-time risk and PnL analytics, by both looking at current implementation and providing innovative ideas to define our hedging strategy.
• Liaising with trading, quantitative research and technology teams.
• Explaining model behavior, carrying out scenario analyses, developing and delivering quantitative tools, and supporting analytics
• Ensure that all the ideas are documented, and either directly implement the solutions we propose or liaise with the broader team to achieve this.
• Working with model control teams to facilitate timely and efficient review and approval of models.
• The role will be operating in conjunction with a dynamic and high intensity trading environment.

Required qualifications, capabilities, and skills:

• An advanced degree in math, statistics, physics, financial engineering, computer science preferred.
• 5+ years of experience in a credit or fixed-income capacity.
• Ability to demonstrate knowledge of credit and fixed income business, structured mathematical approach to problem solving, as well as knowledge about the software development process.
• Ability to bring knowledge of quantitative modelling and securities pricing.
• Exhibit a strong interest in excellent software design principles.
• Exceptional analytical, quantitative, and problem-solving skills.
• Advanced in software design and data science, preferably with knowledge and experience in Python, Java, and C++
• Demonstrate a prior experience and knowledge with corporate bonds, ETFs, vanilla credit derivatives, index options and algo pricing techniques.
• Excellent verbal and written communication skills.
• Experience analyzing risk a plus.