Quantitative Research - Core Analytics Development - Associate
Posted on: 5 Feb 2021
New York City, New York
Job Description
Opportunity
JP Morgan spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, Quantitative Researchers develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms. We are looking for a new member to join a core Quant team that has a specific expertise in computational science.
Responsibilities
* Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks.
* Implementation of efficient algorithms, exploitation of vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure.
* Efficient library and interface design to optimize the interaction between the quant library and risk management syste
* Optimization of the code for specific hardware, from todays production staples to future disruptive innovations.
* Support of end users of the library and communicating with desk-aligned quant teams and technology groups.
Essential skills and qualifications
* A postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance
* Excellent software and algorithm design and development skills, particularly in C++
* Outstanding problem solving skills
* Basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required
Preferred qualifications
* Experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL
* Python, Java, Perl and web programming skills
* Previous work experience as a software developer or a quant
About J.P. Morgan
JPMorgan Chase & Co. (NYSE: JPM) is a leading global financial services firm with assets of $2.7 trillion and operations worldwide. The firm is a leader in investment banking, financial services for consumers and small business, commercial banking, financial transaction processing, and asset management. A component of the Dow Jones Industrial Average, JPMorgan Chase & Co. serves millions of consumers in the United States and many of the worlds most prominent corporate, institutional and government clients under its J.P. Morgan and Chase brands.
JPMorgan Chase & Co.
New York, New York
JPMorgan Chase & Co. operates as a financial services company worldwide. It operates in four segments: Consumer & Community Banking (CCB), Corporate & Investment Bank (CIB), Commercial Banking (CB), and Asset & Wealth Management (AWM). The CCB segment offers deposit and investment products and services to consumers; lending, deposit, and cash management and payment solutions to small businesses; mortgage origination and servicing activities; residential mortgages and home equity loans; and credit card, payment processing, auto loan, and leasing services.
The CIB segment provides investment banking products and services, including corporate strategy and structure advisory, and equity and debt markets capital-raising services, as well as loan origination and syndication; cash management and liquidity solutions; and cash securities and derivative instruments, risk management solutions, prime brokerage, and research.
This segment also offers securities services, including custody, fund accounting and administration, and securities lending products for asset managers, insurance companies, and public and private investment funds. The CB segment provides financial solutions, including lending, treasury, investment banking, and asset management to corporations, municipalities, financial institutions, and nonprofit entities, as well as financing to real estate investors and owners.
The AWM segment offers investment and wealth management services across equities, fixed income, alternatives, and money market fund asset classes; multi-asset investment management services; retirement products and services; and brokerage and banking services comprising trusts, estates, loans, mortgages, and deposits. The company also provides ATM, digital covering online and mobile, and telephone banking services. JPMorgan Chase & Co. has a collaboration agreement with Chicagoland Chamber of Commerce. The company was founded in 1799 and is headquartered in New York, New York.
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IndustryBanking/Financial Services
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No. of Employees255,998
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Website
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Jobs Posted9051
