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Quantitative Research Equity derivative Modelling - Associate /VP
5-10 years
Mumbai
1 vacancy
Quantitative Research Equity derivative Modelling - Associate /VP
JPMorgan Chase & Co.
posted 2mon ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
- Developing mathematical models for pricing, hedging and risk measurement of derivatives securities
- Identifying major sources of risk in portfolios, explain model behavior by carrying out scenario analyses, develop and deliver quantitative tools
- Assessing the appropriateness of quantitative models and their limitations, identifying and monitoring the associated model risk
- Implementing risk measurement, valuation models or algorithmic trading modules in software and systems
- Designing efficient numerical algorithms and implementing high performance computing solutions
- Advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc.
- Good understanding of advanced mathematical topics like probability theory, stochastic calculus, partial differential equations, numerical analysis, optimization
- Experience of code design and demonstrable programming skills in C++/Python or any other programming language
- Excellent communication skills, both verbal and written, can engage and influence partners and stakeholders
- Demonstrate good judgment - decision-making is your strong side
- Enthusiasm about knowledge sharing and collaboration
- Strong interpersonal skills required to communicate in a direct, succinct manner
- Knowledge of options pricing theory, equities markets, in particular equity derivative products and models, is a plus, but it s not strict requirement
- Experience with data schemas and data structures would be useful in this role
- Robust testing and verification practices
- Relevant academic research publications a plus
Employment Type: Full Time, Permanent
Read full job descriptionJPMorgan Chase & Co. Interview Questions & Tips
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What people at JPMorgan Chase & Co. are saying
Rating based on 134 Vice President
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Anonymous · Engineering - Software & QA
in Hyderabad / Secunderabad
industry standard pay and benifits are good. Good learning resources.
- Skill development - Good
Lots of politics and as many captive organizations, you will only succeed if you have contacts
- Promotions - Poor
Vice President salary at JPMorgan Chase & Co.
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