JPMorgan Quantitative Research - Rates Vice President 

United States, New York, New York 

902926109

Job Summary:

As a Quantitative Research, Rates Vice President, you will be working on a diverse portfolio of financial instruments. We expect you to share in a balanced mixture of responsibilities, including support for and discussion with traders, model research and development, model documentation, model deployment, pricing and risk investigation, product-specific analysis, software and trading tool development.

Job responsibilities:

• Develop models and implement them in Python/C++ for pricing and risk managing trades.
• Rapidly build prototype models and tools; compare results of various techniques.
• Explain model behavior and predictions to traders and controllers, identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.
• Write well-formulated documents of model specification and implementation testing.

Required Qualifications, Capabilities and Skills:

• Strong software development and Python/C++ skills
• Strong analytical and problem solving abilities
• Familiarity with probability theory, stochastic processes, and numerical analysis
• Strong communication skills, both oral and written
• PhD or equivalent in Mathematics, Math Finance, Physics, or other quantitative subject
• At least 2+ years working experience, ideally in a front office environment

Preferred Qualifications, Capabilities and Skills:

• Knowledge of financial products, from loans, repos and bonds to be structured and exotic deals
• Knowledge of machine learning/statistical techniques