JPMorgan QR Analytics - Analyst -Mumbai 

India, Maharashtra, Mumbai 

911308658

You’ll contribute to the firm’s product innovation, effective risk management, financial risk controls. Specially, you’ll have the chance to:

• Develop in a software library that prices derivatives and calculates risks in C++/CUDA/Python, designing efficient numerical algorithms and implementing high performance computing solutions;
• Design and maintain processes and infrastructure to manage the library’s software development lifecycle and to support the many hundreds of developers working on it;
• Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firm’s risk platform;
• Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from today’s production staples to future disruptive innovations;
• Support end users of the library and communicate with desk-aligned quant teams and technology groups;

About You

• You demonstrate proficiency in code design and programming skills, with primary focus on C++, but also Python and you can also turn your hand to other tools and technologies as required.
• You’re interested in applying agile development practices in a front-office trading environment, including robust approaches to testing and software development lifecycle;
• You’re passionate about software design and writing high quality code;
• You demonstrate quantitative and problem-solving skills;
• You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;
• You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things;
• You’re attentive to detail and easily adaptable;
• You’re enthusiastic about knowledge sharing and collaboration;
• You have strong interpersonal skills – you listen and communicate in a direct, succinct manner;

Desirables

• Graduate degree (Bachelors or equivalent) in Engineering, Computer Science, etc.
• Relevant experience writing high quality C++ software
• Orientation towards careful system and solution design and implementation;