JPMorgan Quantitative Research - Cash Equities Analytics 

United Kingdom, England, London 

867299966

Job summary:

As a Vice President in Quantitative Research

Job responsibilities

• Work closely with trading to build analytics (single instrument and portfolio) and data-driven processes that automate and optimize trading quantitatively, with special focus on delta one synthetics trading
• Contribute from idea generation to production implementation: perform research, design prototype, implement analytics and strategies, support their daily usage and analyse their performance
• Develop pricing models for client activities taking into account profiles, quantitative features, and historic behaviour using statistics, machine learning or heuristics
• Work with the business to centralize risk and devise hedging strategies accordingly

Required qualifications, capabilities, and skills

• You have degree in a quantitative field (or equivalent) in Mathematics, Physics, Statistics, Economics
• You have excellent communication skills, both oral and written
• You demonstrate entrepreneurial spirit and passion for spreading a culture of change towards data-driven decision making
• You demonstrate exceptional analytical, quantitative and problem-solving skills, as well as the ability to communicate complex research in a clear and precise manner
• You demonstrate strong software design and development skills using Python, C++ or Java
• You have ability to manipulate and analyse complex, large scale, high-dimensionality data from varying sources, understanding and working knowledge of trading data and how to manage it
• You demonstrate experience in finance: electronic trading, portfolio analytics (risk modelling, portfolio optimization, synthetic trading, ETF trading), trading strategies (high to low frequency: market making, statistical arbitrage, option trading), derivatives pricing and risk management

Preferred qualifications, capabilities, and skills

• You demonstrate KDB/q experience