Job Description
DESCRIPTION:
Duties: Research and design analytical platform for risk management of cross market (Rates, Commodities, Equities, etc.) and cross asset portfolios (Quantitative Investment Strategies). Analyze and architect hedge planning and trade execution platform for cross market (Rates, Commodities, Equities, etc.) and cross asset portfolios (Quantitative Investment Strategies). Act as primary QR coordinator to deliver platform of risk transfer trading workflows for cross market (Rates, Commodities, Equities, etc.) and cross asset portfolios (Quantitative Investment Strategies). Project management of cross- functional/business initiatives, influencing and coordinating efforts across Trading, Structuring, Technology and Quantitative Research. Identify and analyze business needs and define scope and requirements of deliveries with traders; Assign tasks and provide guidance to entry-level team members; Lead people initiatives including mentorship program. Provide business-aligned pre- and post-trade support.
QUALIFICATIONS:
Minimum education and experience required: Master's degree in Mathematics in Finance, Mathematics, Computer Science, Finance, Physics, or related field of study plus two [2] years of experience in the job offered or as Quantitative Research, Risk Management or related occupation.
Skills Required: Requires experience in the following: Pricing and risk analysis of Quantitative Investment Strategies (QIS), including volatility and dispersion strategies consisting of options, stocks, variance swaps, futures; Reactive, event-driven, dependency graph pricing and computation, and connection to C++ pricing library in Python; Analyzing large trading and risk datasets containing reference, market and position data of global trading portfolios; Object oriented and relational DB querying and update data in a reactive environment with historical period; Implementation of the index rules of QIS consisting of options, stocks, variance swaps, futures; Implementation of the decomposition logic of QIS and baskets of QIS consisting of options, stocks, variance swaps, futures; Implementation of risk visualization tools and reconciliation for bank's trading desk utilizing client server and object oriented technologies..
Job Location: 383 Madison Ave, New York, NY 10017. Telecommuting permitted up to 20% of the week.
Full-Time. Salary: $205,000.00-$285,000.00 per year.
About Us
JPMorgan Chase & Co., 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 is an Equal Opportunity Employer, including Disability/Veterans
About the Team
The Corporate & Investment Bank is a global leader across investment banking, wholesale payments, markets and securities services. The world's most important corporations, governments and institutions entrust us with their business in more than 100 countries. We provide strategic advice, raise capital, manage risk and extend liquidity in markets around the world.