Quantitative Research Analytics - Associate
Posted on: 5 Mar 2021
New York City, New York
Job Description
We are looking for a new member to join a core Quant team focusing on high performance computing.
As a Quant Researcher on this team, you will be working on a C++/CUDA/Python software library that prices derivatives and calculates risks. Your focus will be on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks, performant interface design and continuous integration infrastructure. You will be optimizing the code for specific hardware, from todays production staples to future disruptive innovations, and exploring emergent technologies like quantum computing. You will also be supporting end users of the library and communicating with desk aligned quant teams and technology groups.
Essential skills and qualifications
* A postgraduate degree (preferably PhD) 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 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. Morgans Corporate & Investment Bank
J.P. Morgans Corporate & Investment Bank is a global leader across banking, markets and investor services. The worlds most important corporations, governments and institutions entrust us with their business in more than 100 countries. With $25 trillion of assets under custody and more than $1 trillion in deposits, the Corporate & Investment Bank provides strategic advice, raises capital, manages risk and extends liquidity in markets around the world. Further information about J.P. Morgan is available at www.jpmorgan.com.
JPMorgan Chase & Co. offers an exceptional benefits program and a highly competitive compensation package.
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
