CIB
JPMorgan Chase & Co
Mumbai, MH, IN
10d ago

Req # : 190007963

J.P. Morgan is a leading global financial services firm, established over 200 years ago :

We are the leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing, and asset management.

We have assets of $2.5 trillion and operations worldwide

We operate in more than 100 markets.

We have more than 243,000 employees globally.

J.P. Morgan’s Global Quants Group in Mumbai was set up in 2013 as an extension of the Firm’s global quants teams around the world.

It is a fast growing team covering multiple asset classes across geographies. It provides in-depth knowledge that is behind our Investment Banking, Structuring, Sales & Trading and Research businesses around the globe.

Deeply integrated with our Investment Banking business, the team facilitates deals and transactions by providing vital research and insight.

This position is with Quantitative Research Rates team based out of Mumbai. The candidate would be expected to share in a balanced mixture of responsibilities, including model research and development, pricing and risk investigation, product-

specific analysis, software development and discussions with the trading desk.

Enhance pricing and risk models for fixed income derivatives and implement them in python and C++

Identify major sources of risk in portfolios, carry out scenario analysis, provide guidance / debug analytics.

Rapid prototyping of models and products; benchmark and compare results of various techniques

Overall, the candidate will need to work closely with teams in Asia-Pacific and / or London and / or New York and will need to be proactive to improve desk efficiencies, access and learn J.

P. Morgan’s sophisticated solutions.

Essential Skills :

Highly analytical bent of mind and quantitative skills

  • High level of proficiency in C++ and Python programming;
  • Close attention to detail and ability to work to very high standards

    Good communication and team skills in a multi-location set up

    Desirable skills / experience :

    Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis

    Relevant experience in similar roles in Quant Research and Model Development will be an advantage

    Ideal candidates for these positions would be a graduate / post-graduate from a premier college or institute. A computer science or mathematics background will be most suitable.

    J.P. Morgan’s Global Quants Group provides a challenging work environment and excellent opportunities to learn and grow both at the Quants Group and in the Firm’s global network.

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