Quantitative Research - Rates - Vice President - JPMorgan Chase
New York, NY
About the Job
We are seeking a person to join the JP Morgan Rates Quantitative Research team, supporting NA Fixed Income Financing, Inflation, and Bond Securities Trading.
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
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
Base Pay/Salary
New York,NY $200,000.00 - $285,000.00 / year
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
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location. For those in eligible roles, we offer discretionary incentive compensation which may be awarded in recognition of firm performance and individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
Base Pay/Salary
New York,NY $200,000.00 - $285,000.00 / year
Source : JPMorgan Chase
